Market Index | 12/31/ 2013 | 12/26/ 2014 | Week Change | Simple YTD |
Dow Industrials Avg | 16,576.66 | 18,053.71 | 1.38% | 8.91% |
S&P 500 Index | 1,848.36 | 2,088.77 | 0.87% | 13.01% |
Fed Funds Rate | 0.08% | 0.05% | -0.08% | -37.50% |
10 yr T-note Yld | 3.04% | 2.25% | 0.08% | -25.99% |
5 yr T-note Yld | 1.75% | 1.75% | 0.09% | 0.00% |
5 yr TIPS - 'Real' Yld | 0.07% | 0.46% | 0.11% | -557.14% |
Implied 5 yr Inflation % | 1.68% | 1.29% | -0.02% | -23.21% |
2 yr T-note Yld | 0.38% | 0.73% | 0.06% | 92.11% |
2-10 Yr Slope | 2.66% | 1.52% | 0.02% | -42.86% |
90 day T-bill Yld | 0.07% | 0.01% | -0.03% | -85.71% |
Gold ($/oz) | $1,204.80 | $1,196.10 | $1.60 | -0.72% |
WTI Oil ($/brl) | $98.70 | $55.14 | -$1.77 | -44.13% |
VIX "Worry Index" | 13.72 | 14.50 | -1.99 | 5.69% |
Credit Spreads | 12/31/ 2013 | 12/26/ 2014 | Week Change | Simple YTD |
Inv Grade Credit Idx | 3.87% | 3.76% | 0.03% | -2.84% |
High Yield Credit Idx | 5.95% | 6.42% | -0.75% | 7.90% |
Markit CDX No Am Inv Grade | 62 | 64 | -1.00 | 2.00 |
Markit CDX No Am HiVol | 135 | 0 | 0.00 | -135.00 |
High Yield to 10 yr T-Note Spread | 291 | 417 | -83.00 | 126.00 |
Saturday, December 27, 2014
Market Data: Week Ending December 26, 2014
Labels:
CDS,
credit spreads,
ISDA,
Market data,
treasury yields
Sunday, December 21, 2014
Market Data: Week Ending December 19, 2014
Market Index | 12/31/ 2013 | 12/19/ 2014 | Week Change | Simple YTD |
Dow Industrials Avg | 16,576.66 | 17,804.80 | 2.94% | 7.41% |
S&P 500 Index | 1,848.36 | 2,070.65 | 3.30% | 12.03% |
Fed Funds Rate | 0.08% | 0.13% | 0.02% | 62.50% |
10 yr T-note Yld | 3.04% | 2.17% | 0.07% | -28.62% |
5 yr T-note Yld | 1.75% | 1.66% | 0.13% | -5.14% |
5 yr TIPS - 'Real' Yld | 0.07% | 0.35% | 0.23% | -400.00% |
Implied 5 yr Inflation % | 1.68% | 1.31% | -0.10% | -22.02% |
2 yr T-note Yld | 0.38% | 0.67% | 0.11% | 76.32% |
2-10 Yr Slope | 2.66% | 1.50% | -0.04% | -43.61% |
90 day T-bill Yld | 0.07% | 0.04% | 0.02% | -42.86% |
Gold ($/oz) | $1,204.80 | $1,194.50 | -$27.60 | -0.85% |
WTI Oil ($/brl) | $98.70 | $56.91 | -$0.58 | -42.34% |
VIX "Worry Index" | 13.72 | 16.49 | -4.59 | 20.19% |
Credit Spreads | 12/31/ 2013 | 12/19/ 2014 | Week Change | Simple YTD |
Inv Grade Credit Idx | 3.87% | 3.73% | 0.16% | -3.62% |
High Yield Credit Idx | 5.95% | 7.17% | 0.35% | 20.50% |
Markit CDX No Am Inv Grade | 62 | 65 | -4.00 | 3.00 |
Markit CDX No Am HiVol | 135 | 0 | 0.00 | -135.00 |
High Yield to 10 yr T-Note Spread | 291 | 500 | 28.00 | 209.00 |
Labels:
CDS,
credit spreads,
ISDA,
Market data,
treasury yields
Saturday, December 13, 2014
Market Data: Week Ending December 12, 2014
Market Index | 12/31/ 2013 | 12/12/ 2014 | Week Change | Simple YTD |
Dow Industrials Avg | 16,576.66 | 17,280.83 | -3.92% | 4.25% |
S&P 500 Index | 1,848.36 | 2,002.33 | -3.65% | 8.33% |
Fed Funds Rate | 0.08% | 0.11% | 0.00% | 37.50% |
10 yr T-note Yld | 3.04% | 2.10% | -0.21% | -30.92% |
5 yr T-note Yld | 1.75% | 1.53% | -0.16% | -12.57% |
5 yr TIPS - 'Real' Yld | 0.07% | 0.12% | -0.09% | -71.43% |
Implied 5 yr Inflation % | 1.68% | 1.41% | -0.07% | -16.07% |
2 yr T-note Yld | 0.38% | 0.56% | -0.09% | 47.37% |
2-10 Yr Slope | 2.66% | 1.54% | -0.12% | -42.11% |
90 day T-bill Yld | 0.07% | 0.02% | 0.00% | -71.43% |
Gold ($/oz) | $1,204.80 | $1,222.10 | $29.50 | 1.44% |
WTI Oil ($/brl) | $98.70 | $57.49 | -$8.14 | -41.75% |
VIX "Worry Index" | 13.72 | 21.08 | 9.26 | 53.64% |
Credit Spreads | 12/31/ 2013 | 12/12/ 2014 | Week Change | Simple YTD |
Inv Grade Credit Idx | 3.87% | 3.57% | -0.05% | -7.75% |
High Yield Credit Idx | 5.95% | 6.82% | 0.49% | 14.62% |
Markit CDX No Am Inv Grade | 62 | 69 | 7.00 | 7.00 |
Markit CDX No Am HiVol | 135 | 0 | 0.00 | -135.00 |
High Yield to 10 yr T-Note Spread | 291 | 472 | 70.00 | 181.00 |
Labels:
CDS,
credit spreads,
ISDA,
Market data,
treasury yields
Saturday, December 6, 2014
Market Data: Week Ending December 5, 2014
Market Index | 12/31/ 2013 | 12/5/ 2014 | Week Change | Simple YTD |
Dow Industrials Avg | 16,576.66 | 17,958.79 | 0.73% | 8.34% |
S&P 500 Index | 1,848.36 | 2,075.37 | 0.38% | 12.28% |
Fed Funds Rate | 0.08% | 0.11% | 0.01% | 37.50% |
10 yr T-note Yld | 3.04% | 2.31% | 0.13% | -24.01% |
5 yr T-note Yld | 1.75% | 1.69% | 0.20% | -3.43% |
5 yr TIPS - 'Real' Yld | 0.07% | 0.21% | 0.26% | -200.00% |
Implied 5 yr Inflation % | 1.68% | 1.48% | -0.06% | -11.90% |
2 yr T-note Yld | 0.38% | 0.65% | 0.18% | 71.05% |
2-10 Yr Slope | 2.66% | 1.66% | -0.05% | -37.59% |
90 day T-bill Yld | 0.07% | 0.02% | 0.00% | -71.43% |
Gold ($/oz) | $1,204.80 | $1,192.60 | $26.80 | -1.01% |
WTI Oil ($/brl) | $98.70 | $65.63 | -$0.36 | -33.51% |
VIX "Worry Index" | 13.72 | 11.82 | -1.51 | -13.85% |
Credit Spreads | 12/31/ 2013 | 12/5/ 2014 | Week Change | Simple YTD |
Inv Grade Credit Idx | 3.87% | 3.62% | 0.05% | -6.46% |
High Yield Credit Idx | 5.95% | 6.33% | 0.19% | 6.39% |
Markit CDX No Am Inv Grade | 62 | 62 | 2.00 | 0.00 |
Markit CDX No Am HiVol | 135 | 0 | 0.00 | -135.00 |
High Yield to 10 yr T-Note Spread | 291 | 402 | 6.00 | 111.00 |
Labels:
CDS,
credit spreads,
ISDA,
Market data,
treasury yields
Tuesday, December 2, 2014
Market Data & Graphs: Week Ending November 28, 2014
Market Index | 12/31/ 2013 | 11/28/ 2014 | Week Change | Simple YTD |
Dow Industrials Avg | 16,576.66 | 17,828.24 | 0.10% | 7.55% |
S&P 500 Index | 1,848.36 | 2,067.56 | 0.20% | 11.86% |
Fed Funds Rate | 0.08% | 0.10% | 0.01% | 25.00% |
10 yr T-note Yld | 3.04% | 2.18% | -0.13% | -28.29% |
5 yr T-note Yld | 1.75% | 1.49% | -0.14% | -14.86% |
5 yr TIPS - 'Real' Yld | 0.07% | -0.05% | -0.01% | 171.43% |
Implied 5 yr Inflation % | 1.68% | 1.54% | -0.13% | -8.33% |
2 yr T-note Yld | 0.38% | 0.47% | -0.06% | 23.68% |
2-10 Yr Slope | 2.66% | 1.71% | -0.07% | -35.71% |
90 day T-bill Yld | 0.07% | 0.02% | 0.01% | -71.43% |
Gold ($/oz) | $1,204.80 | $1,165.80 | -$35.70 | -3.24% |
WTI Oil ($/brl) | $98.70 | $65.99 | -$10.73 | -33.14% |
VIX "Worry Index" | 13.72 | 13.33 | 0.43 | -2.84% |
Credit Spreads | 12/31/ 2013 | 11/28/ 2014 | Week Change | Simple YTD |
Inv Grade Credit Idx | 3.87% | 3.57% | -0.04% | -7.75% |
High Yield Credit Idx | 5.95% | 6.14% | 0.04% | 3.19% |
Markit CDX No Am Inv Grade | 62 | 60 | -6.00 | -2.00 |
Markit CDX No Am HiVol | 135 | 0 | -172.00 | -135.00 |
High Yield to 10 yr T-Note Spread | 291 | 396 | 17.00 | 105.00 |
Labels:
CDS,
credit spreads,
ISDA,
Market data,
treasury yields
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