Market Index | 12/31/ 2014 | 2/13/ 2015 | Week Change | Simple YTD |
Dow Industrials Avg | 17,983.07 | 18,019.35 | 1.08% | 0.20% |
S&P 500 Index | 2,058.90 | 2,096.99 | 1.98% | 1.85% |
Fed Funds Rate | 0.03% | 0.11% | 0.04% | 266.67% |
10 yr T-note Yld | 2.17% | 2.02% | 0.07% | -6.91% |
5 yr T-note Yld | 1.65% | 1.53% | 0.05% | -7.27% |
5 yr TIPS - 'Real' Yld | 0.33% | -0.06% | 0.07% | 118.18% |
Implied 5 yr Inflation % | 1.32% | 1.59% | -0.02% | 20.45% |
2 yr T-note Yld | 0.67% | 0.66% | 0.01% | -1.49% |
2-10 Yr Slope | 1.50% | 1.36% | 0.06% | -9.33% |
90 day T-bill Yld | 0.04% | 0.01% | -0.01% | -75.00% |
Gold ($/oz) | $1,183.20 | $1,227.90 | -$5.40 | 3.78% |
WTI Oil ($/brl) | $53.71 | $52.67 | $0.33 | -1.94% |
VIX "Worry Index" | 19.20 | 14.69 | -2.60 | -23.49% |
Credit Spreads | 12/31/ 2014 | 2/13/ 2015 | Week Change | Simple YTD |
Inv Grade Credit Idx | 3.70% | 3.46% | 0.05% | -6.49% |
High Yield Credit Idx | 6.80% | 6.04% | -0.04% | -11.18% |
Markit CDX No Am Inv Grade | 66 | 65 | -1.00 | -1.00 |
NYSE Bullish % Index | 59.88 | 62.22 | 1.73 | 2.34 |
Invest. Gr. to 10 yr T-Note Spread | 463 | 402 | -11.00 | -61.00 |
Saturday, February 14, 2015
Market Data: Week Ending February 13, 2015
Labels:
CDS,
credit spreads,
ISDA,
Market data,
treasury yields