Market Index | 12/31/ 2014 | 2/6/2015 | Week Change | Simple YTD |
Dow Industrials Avg | 17,983.07 | 17,824.29 | 3.70% | -0.88% |
S&P 500 Index | 2,058.90 | 2,055.47 | 2.94% | -0.17% |
Fed Funds Rate | 0.03% | 0.07% | 0.02% | 133.33% |
10 yr T-note Yld | 2.17% | 1.95% | 0.27% | -10.14% |
5 yr T-note Yld | 1.65% | 1.48% | 0.30% | -10.30% |
5 yr TIPS - 'Real' Yld | 0.33% | -0.13% | 0.22% | 139.39% |
Implied 5 yr Inflation % | 1.32% | 1.61% | 0.08% | 21.97% |
2 yr T-note Yld | 0.67% | 0.65% | 0.18% | -2.99% |
2-10 Yr Slope | 1.50% | 1.30% | 0.09% | -13.33% |
90 day T-bill Yld | 0.04% | 0.02% | 0.00% | -50.00% |
Gold ($/oz) | $1,183.20 | $1,233.30 | -$50.40 | 4.23% |
WTI Oil ($/brl) | $53.71 | $52.34 | $4.49 | -2.55% |
VIX "Worry Index" | 19.20 | 17.29 | -3.68 | -9.95% |
Credit Spreads | 12/31/ 2014 | 2/6/2015 | Week Change | Simple YTD |
Inv Grade Credit Idx | 3.70% | 3.41% | 0.15% | -7.84% |
High Yield Credit Idx | 6.80% | 6.08% | -0.30% | -10.59% |
Markit CDX No Am Inv Grade | 66 | 66 | -2.00 | 0.00 |
NYSE Bullish % Index | 59.88 | 60.49 | 5.77 | 0.61 |
Invest. Gr. to 10 yr T-Note Spread | 463 | 413 | -57.00 | -50.00 |
Saturday, February 7, 2015
Market Data: Week Ending February 6, 2015
Labels:
CDS,
credit spreads,
ISDA,
Market data,
treasury yields