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