| Market Index | 12/31/ 2013 | 3/28/2014 | Week Change | Simple YTD % |
| Dow Industrials Avg | 16,576.66 | 16,323.06 | 0.12% | -1.53% |
| S&P 500 | 1,848.36 | 1,857.62 | -0.48% | 0.50% |
| Fed Funds Rate | 0.08% | 0.08% | 0.00% | 0.00% |
| 10 yr T-note Yld | 3.04% | 2.73% | -0.02% | -10.20% |
| 5 yr T-note Yld | 1.75% | 1.74% | 0.01% | -0.57% |
| 5 yr TIPS - 'Real' Yld | 0.07% | 0.02% | 0.08% | 71.43% |
| Implied 5 yr Inflation % | 1.68% | 1.72% | -0.07% | 2.38% |
| 2 yr T-note Yld | 0.38% | 0.45% | 0.00% | 18.42% |
| 2-10 Yr Slope | 1.64% | 2.28% | -0.02% | 39.02% |
| 90 day T-bill Yld | 0.07% | 0.04% | -0.02% | -42.86% |
| Gold ($/oz) | $1,204.80 | $1,294.90 | -$39.60 | 7.48% |
| WTI Oil ($/brl) | $98.70 | $101.63 | $2.08 | 2.97% |
| VIX "Worry Index" | 13.72 | 14.41 | -0.59 | 5.03% |
| Credit Spreads | 12/31/ 2013 | 3/28/2014 | Week Change | Simple YTD % |
| Inv Grade Credit Idx | 3.87% | 3.65% | -0.04% | -5.68% |
| High Yield Credit Idx | 5.95% | 5.70% | -0.04% | -4.20% |
| Markit CDX No Am Inv Grade | 62 | 71 | -1.39% | 14.52% |
| Markit CDX No Am HiVol | 135 | 149 | 0.68% | 10.37% |
| High Yield to 10 yr T-Note Spread | 291 | 297 | -0.67% | 2.06% |
Sunday, March 30, 2014
Market Data & Graphs: Week Ending March 28, 2014
Labels:
CDS,
credit spreads,
graphs,
ISDA,
Market data,
treasury yields
Sunday, March 23, 2014
Market Data: Week Ending March 21, 2014
| Market Index | 12/31/ 2013 | 3/21/2014 | Week Change | Simple YTD % |
| Dow Industrials Avg | 16,576.66 | 16,302.77 | 1.45% | -1.65% |
| S&P 500 | 1,848.36 | 1,866.52 | 1.36% | 0.98% |
| Fed Funds Rate | 0.08% | 0.08% | 0.00% | 0.00% |
| 10 yr T-note Yld | 3.04% | 2.75% | 0.10% | -9.54% |
| 5 yr T-note Yld | 1.75% | 1.73% | 0.18% | -1.14% |
| 5 yr TIPS - 'Real' Yld | 0.07% | -0.06% | 0.13% | 185.71% |
| Implied 5 yr Inflation % | 1.68% | 1.79% | 0.05% | 6.55% |
| 2 yr T-note Yld | 0.38% | 0.45% | 0.09% | 18.42% |
| 2-10 Yr Slope | 1.64% | 2.30% | 0.01% | 40.24% |
| 90 day T-bill Yld | 0.07% | 0.06% | 0.01% | -14.29% |
| Gold ($/oz) | $1,204.80 | $1,334.50 | -$48.00 | 10.77% |
| WTI Oil ($/brl) | $98.70 | $99.55 | $0.54 | 0.86% |
| VIX "Worry Index" | 13.72 | 15.00 | -2.82 | 9.33% |
| Credit Spreads | 12/31/ 2013 | 3/21/2014 | Week Change | Simple YTD % |
| Inv Grade Credit Idx | 3.87% | 3.69% | 0.03% | -4.65% |
| High Yield Credit Idx | 5.95% | 5.74% | -0.06% | -3.53% |
| Markit CDX No Am Inv Grade | 62 | 72 | 7.46% | 16.13% |
| Markit CDX No Am HiVol | 135 | 148 | 10.45% | 9.63% |
| High Yield to 10 yr T-Note Spread | 291 | 299 | -5.08% | 2.75% |
Labels:
CDS,
credit spreads,
ISDA,
Market data,
treasury yields
Monday, March 17, 2014
Market Data: Week Ending March 14, 2014
| Market Index | 12/31/ 2013 | 3/14/2014 | Week Change | Simple YTD % |
| Dow Industrials Avg | 16,576.66 | 16,065.67 | -2.41% | -3.08% |
| S&P 500 | 1,848.36 | 1,841.13 | -2.00% | -0.39% |
| Fed Funds Rate | 0.08% | 0.08% | 0.00% | 0.00% |
| 10 yr T-note Yld | 3.04% | 2.65% | -0.15% | -12.83% |
| 5 yr T-note Yld | 1.75% | 1.55% | -0.10% | -11.43% |
| 5 yr TIPS - 'Real' Yld | 0.07% | -0.19% | -0.01% | 371.43% |
| Implied 5 yr Inflation % | 1.68% | 1.74% | -0.09% | 3.57% |
| 2 yr T-note Yld | 0.38% | 0.36% | -0.02% | -5.26% |
| 2-10 Yr Slope | 1.64% | 2.29% | -0.13% | 39.63% |
| 90 day T-bill Yld | 0.07% | 0.05% | -0.01% | -28.57% |
| Gold ($/oz) | $1,204.80 | $1,382.50 | $42.60 | 14.75% |
| WTI Oil ($/brl) | $98.70 | $99.01 | -$3.65 | 0.31% |
| VIX "Worry Index" | 13.72 | 17.82 | 3.71 | 29.88% |
| Credit Spreads | 12/31/ 2013 | 3/14/2014 | Week Change | Simple YTD % |
| Inv Grade Credit Idx | 3.87% | 3.66% | -0.04% | -5.43% |
| High Yield Credit Idx | 5.95% | 5.80% | 0.09% | -2.52% |
| Markit CDX No Am Inv Grade | 62 | 67 | 6.35% | 8.06% |
| Markit CDX No Am HiVol | 135 | 134 | 7.20% | -0.74% |
| High Yield to 10 yr T-Note Spread | 291 | 315 | 8.25% | 8.25% |
Labels:
CDS,
credit spreads,
ISDA,
Market data,
treasury yields
Saturday, March 8, 2014
Market Data: Week Ending March 7, 2014
| Market Index | 12/31/ 2013 | 3/7/2014 | Week Change | Simple YTD % |
| Dow Industrials Avg | 16,576.66 | 16,452.72 | 0.80% | -0.75% |
| S&P 500 | 1,848.36 | 1,878.04 | 0.99% | 1.61% |
| Fed Funds Rate | 0.08% | 0.08% | 0.01% | 0.00% |
| 10 yr T-note Yld | 3.04% | 2.80% | 0.14% | -7.89% |
| 5 yr T-note Yld | 1.75% | 1.65% | 0.14% | -5.71% |
| 5 yr TIPS - 'Real' Yld | 0.07% | -0.18% | 0.10% | 357.14% |
| Implied 5 yr Inflation % | 1.68% | 1.83% | 0.04% | 8.93% |
| 2 yr T-note Yld | 0.38% | 0.38% | 0.05% | 0.00% |
| 2-10 Yr Slope | 1.64% | 2.42% | 0.09% | 47.56% |
| 90 day T-bill Yld | 0.07% | 0.06% | 0.01% | -14.29% |
| Gold ($/oz) | $1,204.80 | $1,339.90 | $11.30 | 11.21% |
| WTI Oil ($/brl) | $98.70 | $102.66 | -$0.10 | 4.01% |
| VIX "Worry Index" | 13.72 | 14.11 | 0.11 | 2.84% |
| Credit Spreads | 12/31/ 2013 | 3/7/2014 | Week Change | Simple YTD % |
| Inv Grade Credit Idx | 3.87% | 3.70% | 0.10% | -4.39% |
| High Yield Credit Idx | 5.95% | 5.71% | 0.11% | -4.03% |
| Markit CDX No Am Inv Grade | 62 | 63 | -1.56% | 1.61% |
| Markit CDX No Am HiVol | 135 | 125 | -2.34% | -7.41% |
| High Yield to 10 yr T-Note Spread | 291 | 291 | -1.02% | 0.00% |
Labels:
CDS,
credit spreads,
ISDA,
Market data,
treasury yields
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