Market Index | 12/31/ 2014 | 1/9/ 2015 | Week Change | Simple YTD |
Dow Industrials Avg | 17,983.07 | 17,737.37 | -1.78% | -1.37% |
S&P 500 Index | 2,058.90 | 2,044.81 | -2.15% | -0.68% |
Fed Funds Rate | 0.03% | 0.06% | 0.01% | 100.00% |
10 yr T-note Yld | 2.17% | 1.98% | -0.27% | -8.76% |
5 yr T-note Yld | 1.65% | 1.45% | -0.30% | -12.12% |
5 yr TIPS - 'Real' Yld | 0.33% | 0.12% | -0.34% | 63.64% |
Implied 5 yr Inflation % | 1.32% | 1.33% | 0.04% | 0.76% |
2 yr T-note Yld | 0.67% | 0.59% | -0.14% | -11.94% |
2-10 Yr Slope | 1.50% | 1.39% | -0.13% | -7.33% |
90 day T-bill Yld | 0.04% | 0.02% | 0.01% | -50.00% |
Gold ($/oz) | $1,183.20 | $1,223.40 | $27.30 | 3.40% |
WTI Oil ($/brl) | $53.71 | $48.21 | -$6.93 | -10.24% |
VIX "Worry Index" | 19.20 | 17.55 | 3.05 | -8.59% |
Credit Spreads | 12/31/ 2014 | 1/9/ 2015 | Week Change | Simple YTD |
Inv Grade Credit Idx | 3.70% | 3.45% | -0.31% | -6.76% |
High Yield Credit Idx | 6.80% | 6.45% | 0.03% | -5.15% |
Markit CDX No Am Inv Grade | 66 | 69 | 5.00 | 3.00 |
Markit CDX No Am HiVol | 0 | 0 | 0.00 | 0.00 |
High Yield to 10 yr T-Note Spread | 463 | 447 | 30.00 | -16.00 |
Sunday, January 11, 2015
Market Data: Week Ending January 9, 2015
Labels:
CDS,
credit spreads,
ISDA,
Market data,
treasury yields