| Market Index | 12/31/ 2012 | 6/21/ 2012 | Week Change | Simple YTD % |
| Dow Industrials Avg | 13,104.14 | 14,799.40 | -1.83% | 12.94% |
| S&P 500 | 1,426.19 | 1,592.43 | -2.15% | 11.66% |
| Fed Funds Rate | 0.09% | 0.11% | 0.00% | 22.22% |
| 10 yr T-note Yld | 1.78% | 2.52% | 0.38% | 41.57% |
| 5 yr T-note Yld | 0.72% | 1.42% | 0.38% | 97.22% |
| 5 yr TIPS - 'Real' Yld | -1.37% | -0.43% | 0.26% | 68.61% |
| Implied 5 yr Inflation % | 1.72% | 1.85% | 0.12% | 7.56% |
| 2 yr T-note Yld | 0.25% | 0.38% | 0.09% | 52.00% |
| 2-10 Yr Slope | 1.64% | 2.14% | 0.29% | 30.49% |
| 90 day T-bill Yld | 0.05% | 0.05% | 0.00% | 0.00% |
| Gold ($/oz) | $1,664.00 | $1,296.30 | -$91.80 | -22.10% |
| WTI Oil ($/brl) | $91.74 | $93.94 | -$3.77 | 2.40% |
| VIX "Worry Index" | 18.02 | 18.9 | 1.75 | 4.88% |
| Credit Spreads | 12/31/ 2012 | 6/21/ 2012 | Week Change | Simple YTD % |
| Inv Grade Credit Idx | 3.36% | 3.97% | 0.38% | 18.15% |
| High Yield Credit Idx | 6.76% | 6.63% | 0.40% | -1.92% |
| Markit CDX No Am Inv Grade | 96 | 93 | 13.41% | -3.13% |
| Markit CDX No Am HiVol | 196 | 174 | 6.75% | -11.22% |
| High Yield to 10 yr T-Note Spread | 498 | 411 | 0.49% | -17.47% |
Sunday, June 23, 2013
Market Data: Week Ending June 21, 2013
Labels:
CDS,
credit spreads,
ISDA,
Market data,
treasury yields
Sunday, June 16, 2013
Market Data: Week Ending June 14, 2013
| Market Index | 12/31/ 2012 | 6/14/ 2012 | Week Change | Simple YTD % |
| Dow Industrials Avg | 13,104.14 | 15,070.18 | -1.18% | 15.00% |
| S&P 500 | 1,426.19 | 1,626.73 | -1.02% | 14.06% |
| Fed Funds Rate | 0.09% | 0.11% | -0.04% | 22.22% |
| 10 yr T-note Yld | 1.78% | 2.14% | -0.03% | 20.22% |
| 5 yr T-note Yld | 0.72% | 1.04% | -0.06% | 44.44% |
| 5 yr TIPS - 'Real' Yld | -1.37% | -0.69% | 0.17% | 49.64% |
| Implied 5 yr Inflation % | 1.72% | 1.73% | -0.23% | 0.58% |
| 2 yr T-note Yld | 0.25% | 0.29% | -0.03% | 16.00% |
| 2-10 Yr Slope | 1.64% | 1.85% | 0.00% | 12.80% |
| 90 day T-bill Yld | 0.05% | 0.05% | 0.01% | 0.00% |
| Gold ($/oz) | $1,664.00 | $1,388.10 | $3.80 | -16.58% |
| WTI Oil ($/brl) | $91.74 | $97.71 | $1.47 | 6.51% |
| VIX "Worry Index" | 18.02 | 17.15 | 2.01 | -4.83% |
| Credit Spreads | 12/31/ 2012 | 6/14/ 2012 | Week Change | Simple YTD % |
| Inv Grade Credit Idx | 3.36% | 3.59% | 0.02% | 6.85% |
| High Yield Credit Idx | 6.76% | 6.23% | 0.12% | -7.84% |
| Markit CDX No Am Inv Grade | 96 | 82 | -2.38% | -14.58% |
| Markit CDX No Am HiVol | 196 | 163 | -2.98% | -16.84% |
| High Yield to 10 yr T-Note Spread | 498 | 409 | 3.81% | -17.87% |
Labels:
CDS,
credit spreads,
ISDA,
Market data,
treasury yields
Friday, June 7, 2013
Market Data: Week Ending June 7, 2013
| Market Index | 12/31/ 2012 | 6/7/ 2012 | Week Change | Simple YTD % |
| Dow Industrials Avg | 13,104.14 | 15,248.12 | 0.87% | 16.36% |
| S&P 500 | 1,426.19 | 1,643.38 | 0.77% | 15.23% |
| Fed Funds Rate | 0.09% | 0.15% | 0.00% | 66.67% |
| 10 yr T-note Yld | 1.78% | 2.17% | 0.01% | 21.91% |
| 5 yr T-note Yld | 0.72% | 1.10% | 0.05% | 52.78% |
| 5 yr TIPS - 'Real' Yld | -1.37% | -0.86% | -0.04% | 37.23% |
| Implied 5 yr Inflation % | 1.72% | 1.96% | 0.09% | 13.95% |
| 2 yr T-note Yld | 0.25% | 0.32% | 0.02% | 28.00% |
| 2-10 Yr Slope | 1.64% | 1.85% | -0.01% | 12.80% |
| 90 day T-bill Yld | 0.05% | 0.04% | 0.00% | -20.00% |
| Gold ($/oz) | $1,664.00 | $1,384.30 | -$4.00 | -16.81% |
| WTI Oil ($/brl) | $91.74 | $96.24 | $4.46 | 4.91% |
| VIX "Worry Index" | 18.02 | 15.14 | -1.16 | -15.98% |
| Credit Spreads | 12/31/ 2012 | 6/7/ 2012 | Week Change | Simple YTD % |
| Inv Grade Credit Idx | 3.36% | 3.57% | 0.11% | 6.25% |
| High Yield Credit Idx | 6.76% | 6.11% | 0.36% | -9.62% |
| Markit CDX No Am Inv Grade | 96 | 84 | 10.53% | -12.50% |
| Markit CDX No Am HiVol | 196 | 168 | 7.69% | -14.29% |
| High Yield to 10 yr T-Note Spread | 498 | 394 | 9.75% | -20.88% |
Labels:
CDS,
credit spreads,
ISDA,
Market data,
treasury yields
Sunday, June 2, 2013
Market Data & Graphs: Week Ending May 31, 2013
| Market Index | 12/31/ 2012 | 5/31/ 2012 | Week Change | Simple YTD % |
| Dow Industrials Avg | 13,104.14 | 15,115.57 | -1.24% | 15.35% |
| S&P 500 | 1,426.19 | 1,630.74 | -1.16% | 14.34% |
| Fed Funds Rate | 0.09% | 0.15% | 0.07% | 66.67% |
| 10 yr T-note Yld | 1.78% | 2.16% | 0.15% | 21.35% |
| 5 yr T-note Yld | 0.72% | 1.05% | 0.15% | 45.83% |
| 5 yr TIPS - 'Real' Yld | -1.37% | -0.82% | 0.20% | 40.15% |
| Implied 5 yr Inflation % | 1.72% | 1.87% | -0.05% | 8.72% |
| 2 yr T-note Yld | 0.25% | 0.30% | 0.04% | 20.00% |
| 2-10 Yr Slope | 1.64% | 1.86% | 0.11% | 13.41% |
| 90 day T-bill Yld | 0.05% | 0.04% | -0.01% | -20.00% |
| Gold ($/oz) | $1,664.00 | $1,388.30 | $2.30 | -16.57% |
| WTI Oil ($/brl) | $91.74 | $91.78 | -$2.13 | 0.04% |
| VIX "Worry Index" | 18.02 | 16.3 | 2.31 | -9.54% |
| Credit Spreads | 12/31/ 2012 | 5/31/ 2012 | Week Change | Simple YTD % |
| Inv Grade Credit Idx | 3.36% | 3.46% | 0.18% | 2.98% |
| High Yield Credit Idx | 6.76% | 5.75% | 0.28% | -14.94% |
| Markit CDX No Am Inv Grade | 96 | 76 | 4.11% | -20.83% |
| Markit CDX No Am HiVol | 196 | 156 | 0.65% | -20.41% |
| High Yield to 10 yr T-Note Spread | 498 | 359 | 3.76% | -27.91% |
Labels:
CDS,
credit spreads,
graphs,
ISDA,
Market data,
treasury yields
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