Market Index | 12/31/2014 | 2/20/2015 | Week Change | Simple YTD |
Dow Industrials Avg | 17,983.07 | 18,140.44 | 0.67% | 0.88% |
S&P 500 Index | 2,058.90 | 2,110.30 | 0.63% | 2.50% |
Fed Funds Rate | 0.03% | 0.11% | 0.00% | 266.67% |
10 yr T-note Yld | 2.17% | 2.13% | 0.11% | -1.84% |
5 yr T-note Yld | 1.65% | 1.61% | 0.08% | -2.42% |
5 yr TIPS - 'Real' Yld | 0.33% | -0.05% | 0.01% | -115.15% |
Implied 5 yr Inflation % | 1.32% | 1.66% | 0.07% | 25.76% |
2 yr T-note Yld | 0.67% | 0.67% | 0.01% | 0.00% |
2-10 Yr Slope | 1.50% | 1.46% | 0.10% | -2.67% |
90 day T-bill Yld | 0.04% | 0.02% | 0.01% | -50.00% |
Gold ($/oz) | $1,183.20 | $1,203.30 | -$24.60 | 1.70% |
WTI Oil ($/brl) | $53.71 | $50.75 | -$1.92 | -5.51% |
VIX "Worry Index" | 19.20 | 14.30 | -0.39 | -25.52% |
NYSE Bullish % Index | 59.88 | 64.26 | 2.04 | 4.38 |
Credit Spreads | 12/31/2014 | 2/20/2015 | Week Change | Simple YTD |
Inv Grade Credit Idx | 3.70% | 3.47% | 0.01% | -6.22% |
High Yield Credit Idx | 6.80% | 6.04% | 0.00% | -11.18% |
Markit CDX No Am Inv Grade | 66 | 64 | -1.00 | -2.00 |
Invest. Gr. to 10 yr T-Note Spread | 153 | 134 | -10.00 | -19.00 |
Saturday, February 21, 2015
Market Data: Week Ending February 20, 2015
Labels:
CDS,
credit spreads,
ISDA,
Market data,
treasury yields