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 |
Tuesday, December 2, 2014
Market Data & Graphs: Week Ending November 28, 2014
Labels:
CDS,
credit spreads,
ISDA,
Market data,
treasury yields