| Market Index | 12/31/ 2013 | 11/21/ 2014 | Week Change | Simple YTD |
| Dow Industrials Avg | 16,576.66 | 17,810.06 | 0.98% | 7.44% |
| S&P 500 Index | 1,848.36 | 2,063.50 | 1.15% | 11.64% |
| Fed Funds Rate | 0.08% | 0.09% | 0.01% | 12.50% |
| 10 yr T-note Yld | 3.04% | 2.31% | -0.01% | -24.01% |
| 5 yr T-note Yld | 1.75% | 1.63% | 0.01% | -6.86% |
| 5 yr TIPS - 'Real' Yld | 0.07% | -0.04% | 0.02% | 157.14% |
| Implied 5 yr Inflation % | 1.68% | 1.67% | -0.01% | -0.60% |
| 2 yr T-note Yld | 0.38% | 0.53% | -0.01% | 39.47% |
| 2-10 Yr Slope | 2.66% | 1.78% | 0.00% | -33.08% |
| 90 day T-bill Yld | 0.07% | 0.01% | -0.01% | -85.71% |
| Gold ($/oz) | $1,204.80 | $1,201.50 | $13.60 | -0.27% |
| WTI Oil ($/brl) | $98.70 | $76.72 | $0.79 | -22.27% |
| VIX "Worry Index" | 13.72 | 12.90 | -0.41 | -5.98% |
| Credit Spreads | 12/31/ 2013 | 11/21/ 2014 | Week Change | Simple YTD |
| Inv Grade Credit Idx | 3.87% | 3.61% | -0.01% | -6.72% |
| High Yield Credit Idx | 5.95% | 6.10% | 0.11% | 2.52% |
| Markit CDX No Am Inv Grade | 62 | 66 | 1.00 | 4.00 |
| Markit CDX No Am HiVol | 135 | 172 | 1.00 | 37.00 |
| High Yield to 10 yr T-Note Spread | 291 | 379 | 12.00 | 88.00 |
Sunday, November 23, 2014
Market Data: Week Ending November 21, 2014
Labels:
CDS,
credit spreads,
ISDA,
Market data,
treasury yields