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 |
Saturday, December 6, 2014
Market Data: Week Ending December 5, 2014
Labels:
CDS,
credit spreads,
ISDA,
Market data,
treasury yields