Market Index | 12/31/ 2013 | 11/14/ 2014 | Week Change | Simple YTD |
Dow Industrials Avg | 16,576.66 | 17,634.74 | 0.34% | 6.38% |
S&P 500 Index | 1,848.36 | 2,039.82 | 0.39% | 10.36% |
Fed Funds Rate | 0.08% | 0.08% | 0.02% | 0.00% |
10 yr T-note Yld | 3.04% | 2.32% | 0.00% | -23.68% |
5 yr T-note Yld | 1.75% | 1.62% | 0.02% | -7.43% |
5 yr TIPS - 'Real' Yld | 0.07% | -0.06% | 0.00% | 185.71% |
Implied 5 yr Inflation % | 1.68% | 1.68% | 0.02% | 0.00% |
2 yr T-note Yld | 0.38% | 0.54% | 0.03% | 42.11% |
2-10 Yr Slope | 2.66% | 1.78% | -0.03% | -33.08% |
90 day T-bill Yld | 0.07% | 0.02% | -0.01% | -71.43% |
Gold ($/oz) | $1,204.80 | $1,187.90 | $9.20 | -1.40% |
WTI Oil ($/brl) | $98.70 | $75.93 | -$2.50 | -23.07% |
VIX "Worry Index" | 13.72 | 13.31 | 0.19 | -2.99% |
Credit Spreads | 12/31/ 2013 | 11/14/ 2014 | Week Change | Simple YTD |
Inv Grade Credit Idx | 3.87% | 3.62% | 0.05% | -6.46% |
High Yield Credit Idx | 5.95% | 5.99% | 0.07% | 0.67% |
Markit CDX No Am Inv Grade | 62 | 65 | 0.00 | 3.00 |
Markit CDX No Am HiVol | 135 | 171 | 5.00 | 36.00 |
High Yield to 10 yr T-Note Spread | 291 | 367 | 7.00 | 76.00 |
Saturday, November 15, 2014
Market Data: Week Ending November 14, 2014
Labels:
CDS,
credit spreads,
ISDA,
Market data,
treasury yields