Market Index | 12/31/ 2014 | 1/02/ 2015 | Week Change | Simple YTD |
Dow Industrials Avg | 17,983.07 | 18,053.71 | 1.38% | 0.39% |
S&P 500 Index | 2,058.90 | 2,088.77 | 0.87% | 1.45% |
Fed Funds Rate | 0.03% | 0.05% | -0.08% | 66.67% |
10 yr T-note Yld | 2.17% | 2.25% | 0.08% | 3.69% |
5 yr T-note Yld | 1.65% | 1.75% | 0.09% | 6.06% |
5 yr TIPS - 'Real' Yld | 0.33% | 0.46% | 0.11% | -39.39% |
Implied 5 yr Inflation % | 1.32% | 1.29% | -0.02% | -2.27% |
2 yr T-note Yld | 0.67% | 0.73% | 0.06% | 8.96% |
2-10 Yr Slope | 1.50% | 1.52% | 0.02% | 1.33% |
90 day T-bill Yld | 0.04% | 0.01% | -0.03% | -75.00% |
Gold ($/oz) | $1,183.20 | $1,196.10 | $1.60 | 1.09% |
WTI Oil ($/brl) | $53.71 | $55.14 | -$1.77 | 2.66% |
VIX "Worry Index" | 19.20 | 14.50 | -1.99 | -24.48% |
Credit Spreads | 12/31/ 2014 | 1/02/ 2015 | Week Change | Simple YTD |
Inv Grade Credit Idx | 3.70% | 3.76% | 0.03% | 1.62% |
High Yield Credit Idx | 6.80% | 6.42% | -0.75% | -5.59% |
Markit CDX No Am Inv Grade | 66 | 64 | -1.00 | -2.00 |
Markit CDX No Am HiVol | 0 | 0 | 0.00 | 0.00 |
High Yield to 10 yr T-Note Spread | 463 | 417 | -83.00 | -46.00 |
Monday, January 5, 2015
Market Data & Graphs: Week Ending January 2, 2015
Labels:
CDS,
credit spreads,
graphs,
ISDA,
Market data,
treasury yields