| Market Index | 12/31/ 2013 | 2/21/ 2014 | Week Change | Simple YTD % |
| Dow Industrials Avg | 16,576.66 | 16,103.30 | -0.32% | -2.86% |
| S&P 500 | 1,848.36 | 1,836.25 | -0.13% | -0.66% |
| Fed Funds Rate | 0.08% | 0.07% | 0.00% | -12.50% |
| 10 yr T-note Yld | 3.04% | 2.73% | -0.02% | -10.20% |
| 5 yr T-note Yld | 1.75% | 1.56% | 0.03% | -10.86% |
| 5 yr TIPS - 'Real' Yld | 0.07% | -0.18% | -0.04% | 357.14% |
| Implied 5 yr Inflation % | 1.68% | 1.74% | -0.05% | 3.57% |
| 2 yr T-note Yld | 0.38% | 0.33% | 0.01% | -13.16% |
| 2-10 Yr Slope | 1.64% | 2.40% | -0.03% | 46.34% |
| 90 day T-bill Yld | 0.07% | 0.05% | 0.03% | -28.57% |
| Gold ($/oz) | $1,204.80 | $1,326.00 | $7.10 | 10.06% |
| WTI Oil ($/brl) | $98.70 | $102.30 | $1.90 | 3.65% |
| VIX "Worry Index" | 13.72 | 14.68 | 1.11 | 7.00% |
| Credit Spreads | 12/31/ 2013 | 2/21/ 2014 | Week Change | Simple YTD % |
| Inv Grade Credit Idx | 3.87% | 3.68% | 0.01% | -4.91% |
| High Yield Credit Idx | 5.95% | 5.77% | -0.09% | -3.03% |
| Markit CDX No Am Inv Grade | 62 | 65 | 0.00% | 4.84% |
| Markit CDX No Am HiVol | 135 | 134 | 0.00% | -0.74% |
| High Yield to 10 yr T-Note Spread | 291 | 304 | -2.25% | 4.47% |
Sunday, February 23, 2014
Market Data: Week Ending February 21, 2014
Sunday, February 16, 2014
Market Data: Week Ending February 14, 2014
| Market Index | 12/31/ 2013 | 2/14/ 2014 | Week Change | Simple YTD % |
| Dow Industrials Avg | 16,576.66 | 16,154.39 | 2.23% | -2.55% |
| S&P 500 | 1,848.36 | 1,838.63 | 2.26% | -0.53% |
| Fed Funds Rate | 0.08% | 0.07% | 0.00% | -12.50% |
| 10 yr T-note Yld | 3.04% | 2.75% | 0.04% | -9.54% |
| 5 yr T-note Yld | 1.75% | 1.53% | 0.06% | -12.57% |
| 5 yr TIPS - 'Real' Yld | 0.07% | -0.26% | 0.04% | 471.43% |
| Implied 5 yr Inflation % | 1.68% | 1.79% | 0.02% | 6.55% |
| 2 yr T-note Yld | 0.38% | 0.32% | 0.02% | -15.79% |
| 2-10 Yr Slope | 1.64% | 2.43% | 0.02% | 48.17% |
| 90 day T-bill Yld | 0.07% | 0.02% | -0.06% | -71.43% |
| Gold ($/oz) | $1,204.80 | $1,318.90 | $51.90 | 9.47% |
| WTI Oil ($/brl) | $98.70 | $100.40 | $0.23 | 1.72% |
| VIX "Worry Index" | 13.72 | 13.57 | -1.72 | -1.09% |
| Credit Spreads | 12/31/ 2013 | 2/14/ 2014 | Week Change | Simple YTD % |
| Inv Grade Credit Idx | 3.87% | 3.67% | -0.02% | -5.17% |
| High Yield Credit Idx | 5.95% | 5.86% | -0.16% | -1.51% |
| Markit CDX No Am Inv Grade | 62 | 65 | -7.14% | 4.84% |
| Markit CDX No Am HiVol | 135 | 134 | -9.46% | -0.74% |
| High Yield to 10 yr T-Note Spread | 291 | 311 | -6.04% | 6.87% |
Saturday, February 8, 2014
Market Data: Week Ending February 7, 2014
| Market Index | 12/31/ 2013 | 2/7/ 2014 | Week Change | Simple YTD % |
| Dow Industrials Avg | 16,576.66 | 15,794.08 | 0.60% | -4.72% |
| S&P 500 | 1,848.36 | 1,797.02 | 0.80% | -2.78% |
| Fed Funds Rate | 0.08% | 0.07% | 0.00% | -12.50% |
| 10 yr T-note Yld | 3.04% | 2.71% | 0.04% | -10.86% |
| 5 yr T-note Yld | 1.75% | 1.47% | -0.02% | -16.00% |
| 5 yr TIPS - 'Real' Yld | 0.07% | -0.30% | -0.07% | 528.57% |
| Implied 5 yr Inflation % | 1.68% | 1.77% | 0.05% | 5.36% |
| 2 yr T-note Yld | 0.38% | 0.30% | -0.04% | -21.05% |
| 2-10 Yr Slope | 1.64% | 2.41% | 0.08% | 46.95% |
| 90 day T-bill Yld | 0.07% | 0.08% | 0.06% | 14.29% |
| Gold ($/oz) | $1,204.80 | $1,267.00 | $22.60 | 5.16% |
| WTI Oil ($/brl) | $98.70 | $100.17 | $2.71 | 1.49% |
| VIX "Worry Index" | 13.72 | 15.29 | -3.12 | 11.44% |
| Credit Spreads | 12/31/ 2013 | 2/7/ 2014 | Week Change | Simple YTD % |
| Inv Grade Credit Idx | 3.87% | 3.69% | -0.05% | -4.65% |
| High Yield Credit Idx | 5.95% | 6.02% | 0.00% | 1.18% |
| Markit CDX No Am Inv Grade | 62 | 70 | -2.78% | 12.90% |
| Markit CDX No Am HiVol | 135 | 148 | 0.00% | 9.63% |
| High Yield to 10 yr T-Note Spread | 291 | 331 | -1.19% | 13.75% |
Saturday, February 1, 2014
Market Data & Graphs: Week Ending January 31, 2014
| Market Index | 12/31/ 2013 | 1/31/ 2014 | Week Change | Simple YTD % |
| Dow Industrials Avg | 16,576.66 | 15,698.85 | -1.15% | -5.30% |
| S&P 500 | 1,848.36 | 1,782.59 | -0.43% | -3.56% |
| Fed Funds Rate | 0.08% | 0.07% | 0.00% | -12.50% |
| 10 yr T-note Yld | 3.04% | 2.67% | -0.08% | -12.17% |
| 5 yr T-note Yld | 1.75% | 1.49% | -0.09% | -14.86% |
| 5 yr TIPS - 'Real' Yld | 0.07% | -0.23% | -0.13% | 428.57% |
| Implied 5 yr Inflation % | 1.68% | 1.72% | 0.04% | 2.38% |
| 2 yr T-note Yld | 0.38% | 0.34% | -0.03% | -10.53% |
| 2-10 Yr Slope | 1.64% | 2.33% | -0.05% | 42.07% |
| 90 day T-bill Yld | 0.07% | 0.02% | -0.02% | -71.43% |
| Gold ($/oz) | $1,204.80 | $1,244.40 | -$24.40 | 3.29% |
| WTI Oil ($/brl) | $98.70 | $97.46 | $0.56 | -1.26% |
| VIX "Worry Index" | 13.72 | 18.41 | 0.27 | 34.18% |
| Credit Spreads | 12/31/ 2013 | 1/31/ 2014 | Week Change | Simple YTD % |
| Inv Grade Credit Idx | 3.87% | 3.74% | -0.03% | -3.36% |
| High Yield Credit Idx | 5.95% | 6.02% | 0.07% | 1.18% |
| Markit CDX No Am Inv Grade | 62 | 72 | 5.88% | 16.13% |
| Markit CDX No Am HiVol | 135 | 148 | 4.23% | 9.63% |
| High Yield to 10 yr T-Note Spread | 291 | 335 | 4.69% | 15.12% |
Subscribe to:
Posts (Atom)