Market Index | 12/31/ 2014 | 1/16/ 2015 | Week Change | Simple YTD |
Dow Industrials Avg | 17,983.07 | 17,511.57 | -1.29% | -2.62% |
S&P 500 Index | 2,058.90 | 2,019.42 | -1.26% | -1.92% |
Fed Funds Rate | 0.03% | 0.06% | 0.00% | 100.00% |
10 yr T-note Yld | 2.17% | 1.83% | -0.15% | -15.67% |
5 yr T-note Yld | 1.65% | 1.29% | -0.16% | -21.82% |
5 yr TIPS - 'Real' Yld | 0.33% | -0.02% | -0.14% | 106.06% |
Implied 5 yr Inflation % | 1.32% | 1.31% | -0.02% | -0.76% |
2 yr T-note Yld | 0.67% | 0.49% | -0.10% | -26.87% |
2-10 Yr Slope | 1.50% | 1.34% | -0.05% | -10.67% |
90 day T-bill Yld | 0.04% | 0.03% | 0.01% | -25.00% |
Gold ($/oz) | $1,183.20 | $1,280.30 | $56.90 | 8.21% |
WTI Oil ($/brl) | $53.71 | $48.91 | $0.70 | -8.94% |
VIX "Worry Index" | 19.20 | 20.95 | 3.40 | 9.11% |
Credit Spreads | 12/31/ 2014 | 1/16/ 2015 | Week Change | Simple YTD |
Inv Grade Credit Idx | 3.70% | 3.40% | -0.05% | -8.11% |
High Yield Credit Idx | 6.80% | 6.50% | 0.05% | -4.41% |
Markit CDX No Am Inv Grade | 66 | 73 | 4.00 | 7.00 |
Markit CDX No Am HiVol | 0 | 0 | 0.00 | 0.00 |
High Yield to 10 yr T-Note Spread | 463 | 467 | 20.00 | 4.00 |
Saturday, January 17, 2015
Market Data: Week Ending January 16, 2015
Labels:
CDS,
credit spreads,
ISDA,
Market data,
treasury yields