| Market Index | 12/31/ 2013 | 6/20/ 2014 | Week Change | Simple YTD |
| Dow Industrials Avg | 16,576.66 | 16,947.08 | 1.01% | 2.23% |
| 1,848.36 | 1,962.87 | 1.36% | 6.20% | |
| Fed Funds Rate | 0.08% | 0.09% | 0.00% | 12.50% |
| 10 yr T-note Yld | 3.04% | 2.63% | 0.03% | -13.49% |
| 5 yr T-note Yld | 1.75% | 1.71% | 0.01% | -2.29% |
| 5 yr TIPS - 'Real' Yld | 0.07% | -0.43% | -0.12% | 714.29% |
| Implied 5 yr Inflation % | 1.68% | 2.14% | 0.13% | 27.38% |
| 2 yr T-note Yld | 0.38% | 0.50% | 0.05% | 31.58% |
| 2-10 Yr Slope | 1.64% | 2.13% | -0.02% | 29.88% |
| 90 day T-bill Yld | 0.07% | 0.02% | -0.02% | -71.43% |
| Gold ($/oz) | $1,204.80 | $1,314.80 | $38.20 | 9.13% |
| WTI Oil ($/brl) | $98.70 | $106.64 | -$0.13 | 8.04% |
| VIX "Worry Index" | 13.72 | 10.85 | -1.33 | -20.92% |
| Credit Spreads | 12/31/ 2013 | 6/20/ 2014 | Week Change | Simple YTD |
| Inv Grade Credit Idx | 3.87% | 3.52% | 0.00% | -9.04% |
| High Yield Credit Idx | 5.95% | 5.30% | -0.07% | -10.92% |
| Markit CDX No Am Inv Grade | 62 | 56 | -4.00 | -6.00 |
| Markit CDX No Am HiVol | 135 | 117 | -7.00 | -18.00 |
| High Yield to 10 yr T-Note Spread | 291 | 267 | -10.00 | -24.00 |
Sunday, June 22, 2014
Market Data: Week Ending June 20, 2014
Labels:
CDS,
credit spreads,
ISDA,
Market data,
treasury yields
Saturday, June 14, 2014
Market Data: Week Ending June 13, 2014
| Market Index | 12/31/ 2013 | 6/13/ 2014 | Week Change | Simple YTD |
| Dow Industrials Avg | 16,576.66 | 16,775.74 | -0.89% | 1.20% |
| 1,848.36 | 1,936.16 | -0.69% | 4.75% | |
| Fed Funds Rate | 0.08% | 0.09% | 0.00% | 12.50% |
| 10 yr T-note Yld | 3.04% | 2.60% | 0.00% | -14.47% |
| 5 yr T-note Yld | 1.75% | 1.70% | 0.04% | -2.86% |
| 5 yr TIPS - 'Real' Yld | 0.07% | -0.31% | -0.04% | 542.86% |
| Implied 5 yr Inflation % | 1.68% | 2.01% | 0.08% | 19.64% |
| 2 yr T-note Yld | 0.38% | 0.45% | 0.04% | 18.42% |
| 2-10 Yr Slope | 1.64% | 2.15% | -0.04% | 31.10% |
| 90 day T-bill Yld | 0.07% | 0.04% | 0.00% | -42.86% |
| Gold ($/oz) | $1,204.80 | $1,276.60 | $24.20 | 5.96% |
| WTI Oil ($/brl) | $98.70 | $106.77 | $3.98 | 8.18% |
| VIX "Worry Index" | 13.72 | 12.18 | 1.45 | -11.22% |
| Credit Spreads | 12/31/ 2013 | 6/13/ 2014 | Week Change | Simple YTD |
| Inv Grade Credit Idx | 3.87% | 3.52% | 0.00% | -9.04% |
| High Yield Credit Idx | 5.95% | 5.37% | -0.07% | -9.75% |
| Markit CDX No Am Inv Grade | 62 | 60 | 0.00 | -2.00 |
| Markit CDX No Am HiVol | 135 | 124 | -4.00 | -11.00 |
| High Yield to 10 yr T-Note Spread | 291 | 277 | -7.00 | -14.00 |
Labels:
CDS,
credit spreads,
ISDA,
Market data,
treasury yields
Sunday, June 8, 2014
Market Data: Week Ending June 6, 2014
| Market Index | 12/31/ 2013 | 6/6/2014 | Week Change | Simple YTD |
| Dow Industrials Avg | 16,576.66 | 16,924.28 | 1.81% | 2.10% |
| S&P 500 | 1,848.36 | 1,949.44 | 1.33% | 5.47% |
| Fed Funds Rate | 0.08% | 0.09% | 0.00% | 12.50% |
| 10 yr T-note Yld | 3.04% | 2.60% | 0.12% | -14.47% |
| 5 yr T-note Yld | 1.75% | 1.66% | 0.12% | -5.14% |
| 5 yr TIPS - 'Real' Yld | 0.07% | -0.27% | 0.19% | 485.71% |
| Implied 5 yr Inflation % | 1.68% | 1.93% | -0.07% | 14.88% |
| 2 yr T-note Yld | 0.38% | 0.41% | 0.04% | 7.89% |
| 2-10 Yr Slope | 1.64% | 2.19% | 0.08% | 33.54% |
| 90 day T-bill Yld | 0.07% | 0.04% | 0.00% | -42.86% |
| Gold ($/oz) | $1,204.80 | $1,252.40 | $1.90 | 3.95% |
| WTI Oil ($/brl) | $98.70 | $102.79 | -$0.09 | 4.14% |
| VIX "Worry Index" | 13.72 | 10.73 | -0.67 | -21.79% |
| Credit Spreads | 12/31/ 2013 | 6/6/2014 | Week Change | Simple YTD |
| Inv Grade Credit Idx | 3.87% | 3.52% | 0.10% | -9.04% |
| High Yield Credit Idx | 5.95% | 5.44% | 0.00% | -8.57% |
| Markit CDX No Am Inv Grade | 62 | 60 | -2.00 | -2.00 |
| Markit CDX No Am HiVol | 135 | 128 | -4.00 | -7.00 |
| High Yield to 10 yr T-Note Spread | 291 | 284 | -12.00 | -7.00 |
Labels:
CDS,
credit spreads,
ISDA,
Market data,
treasury yields
Sunday, June 1, 2014
Market Data & Graphs: Week Ending May 30, 2014
| Market Index | 12/31/ 2013 | 5/30/ 2014 | Week Change | Simple YTD |
| Dow Industrials Avg | 16,576.66 | 16,617.17 | 0.07% | 0.24% |
| S&P 500 | 1,848.36 | 1,923.57 | 1.20% | 4.07% |
| Fed Funds Rate | 0.08% | 0.09% | 0.00% | 12.50% |
| 10 yr T-note Yld | 3.04% | 2.48% | -0.06% | -18.42% |
| 5 yr T-note Yld | 1.75% | 1.54% | -0.01% | -12.00% |
| 5 yr TIPS - 'Real' Yld | 0.07% | -0.46% | -0.04% | 757.14% |
| Implied 5 yr Inflation % | 1.68% | 2.00% | 0.03% | 19.05% |
| 2 yr T-note Yld | 0.38% | 0.37% | 0.00% | -2.63% |
| 2-10 Yr Slope | 1.64% | 2.11% | -0.06% | 28.66% |
| 90 day T-bill Yld | 0.07% | 0.04% | 0.00% | -42.86% |
| Gold ($/oz) | $1,204.80 | $1,250.50 | -$42.50 | 3.79% |
| WTI Oil ($/brl) | $98.70 | $102.88 | -$1.51 | 4.24% |
| VIX "Worry Index" | 13.72 | 11.40 | 0.04 | -16.91% |
| Credit Spreads | 12/31/ 2013 | 5/30/ 2014 | Week Change | Simple YTD |
| Inv Grade Credit Idx | 3.87% | 3.42% | -0.04% | -11.63% |
| High Yield Credit Idx | 5.95% | 5.44% | -0.09% | -8.57% |
| Markit CDX No Am Inv Grade | 62 | 62 | -2.00 | 0.00 |
| Markit CDX No Am HiVol | 135 | 132 | -3.00 | -3.00 |
| High Yield to 10 yr T-Note Spread | 291 | 296 | -3.00 | 5.00 |
Labels:
CDS,
credit spreads,
graphs,
ISDA,
Market data,
treasury yields
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