| Market Index | 12/31/2014 | 2/20/2015 | Week Change | Simple YTD |
| Dow Industrials Avg | 17,983.07 | 18,140.44 | 0.67% | 0.88% |
| S&P 500 Index | 2,058.90 | 2,110.30 | 0.63% | 2.50% |
| Fed Funds Rate | 0.03% | 0.11% | 0.00% | 266.67% |
| 10 yr T-note Yld | 2.17% | 2.13% | 0.11% | -1.84% |
| 5 yr T-note Yld | 1.65% | 1.61% | 0.08% | -2.42% |
| 5 yr TIPS - 'Real' Yld | 0.33% | -0.05% | 0.01% | -115.15% |
| Implied 5 yr Inflation % | 1.32% | 1.66% | 0.07% | 25.76% |
| 2 yr T-note Yld | 0.67% | 0.67% | 0.01% | 0.00% |
| 2-10 Yr Slope | 1.50% | 1.46% | 0.10% | -2.67% |
| 90 day T-bill Yld | 0.04% | 0.02% | 0.01% | -50.00% |
| Gold ($/oz) | $1,183.20 | $1,203.30 | -$24.60 | 1.70% |
| WTI Oil ($/brl) | $53.71 | $50.75 | -$1.92 | -5.51% |
| VIX "Worry Index" | 19.20 | 14.30 | -0.39 | -25.52% |
| NYSE Bullish % Index | 59.88 | 64.26 | 2.04 | 4.38 |
| Credit Spreads | 12/31/2014 | 2/20/2015 | Week Change | Simple YTD |
| Inv Grade Credit Idx | 3.70% | 3.47% | 0.01% | -6.22% |
| High Yield Credit Idx | 6.80% | 6.04% | 0.00% | -11.18% |
| Markit CDX No Am Inv Grade | 66 | 64 | -1.00 | -2.00 |
| Invest. Gr. to 10 yr T-Note Spread | 153 | 134 | -10.00 | -19.00 |
Saturday, February 21, 2015
Market Data: Week Ending February 20, 2015
Labels:
CDS,
credit spreads,
ISDA,
Market data,
treasury yields
Saturday, February 14, 2015
Market Data: Week Ending February 13, 2015
| Market Index | 12/31/ 2014 | 2/13/ 2015 | Week Change | Simple YTD |
| Dow Industrials Avg | 17,983.07 | 18,019.35 | 1.08% | 0.20% |
| S&P 500 Index | 2,058.90 | 2,096.99 | 1.98% | 1.85% |
| Fed Funds Rate | 0.03% | 0.11% | 0.04% | 266.67% |
| 10 yr T-note Yld | 2.17% | 2.02% | 0.07% | -6.91% |
| 5 yr T-note Yld | 1.65% | 1.53% | 0.05% | -7.27% |
| 5 yr TIPS - 'Real' Yld | 0.33% | -0.06% | 0.07% | 118.18% |
| Implied 5 yr Inflation % | 1.32% | 1.59% | -0.02% | 20.45% |
| 2 yr T-note Yld | 0.67% | 0.66% | 0.01% | -1.49% |
| 2-10 Yr Slope | 1.50% | 1.36% | 0.06% | -9.33% |
| 90 day T-bill Yld | 0.04% | 0.01% | -0.01% | -75.00% |
| Gold ($/oz) | $1,183.20 | $1,227.90 | -$5.40 | 3.78% |
| WTI Oil ($/brl) | $53.71 | $52.67 | $0.33 | -1.94% |
| VIX "Worry Index" | 19.20 | 14.69 | -2.60 | -23.49% |
| Credit Spreads | 12/31/ 2014 | 2/13/ 2015 | Week Change | Simple YTD |
| Inv Grade Credit Idx | 3.70% | 3.46% | 0.05% | -6.49% |
| High Yield Credit Idx | 6.80% | 6.04% | -0.04% | -11.18% |
| Markit CDX No Am Inv Grade | 66 | 65 | -1.00 | -1.00 |
| NYSE Bullish % Index | 59.88 | 62.22 | 1.73 | 2.34 |
| Invest. Gr. to 10 yr T-Note Spread | 463 | 402 | -11.00 | -61.00 |
Labels:
CDS,
credit spreads,
ISDA,
Market data,
treasury yields
Saturday, February 7, 2015
Market Data: Week Ending February 6, 2015
| Market Index | 12/31/ 2014 | 2/6/2015 | Week Change | Simple YTD |
| Dow Industrials Avg | 17,983.07 | 17,824.29 | 3.70% | -0.88% |
| S&P 500 Index | 2,058.90 | 2,055.47 | 2.94% | -0.17% |
| Fed Funds Rate | 0.03% | 0.07% | 0.02% | 133.33% |
| 10 yr T-note Yld | 2.17% | 1.95% | 0.27% | -10.14% |
| 5 yr T-note Yld | 1.65% | 1.48% | 0.30% | -10.30% |
| 5 yr TIPS - 'Real' Yld | 0.33% | -0.13% | 0.22% | 139.39% |
| Implied 5 yr Inflation % | 1.32% | 1.61% | 0.08% | 21.97% |
| 2 yr T-note Yld | 0.67% | 0.65% | 0.18% | -2.99% |
| 2-10 Yr Slope | 1.50% | 1.30% | 0.09% | -13.33% |
| 90 day T-bill Yld | 0.04% | 0.02% | 0.00% | -50.00% |
| Gold ($/oz) | $1,183.20 | $1,233.30 | -$50.40 | 4.23% |
| WTI Oil ($/brl) | $53.71 | $52.34 | $4.49 | -2.55% |
| VIX "Worry Index" | 19.20 | 17.29 | -3.68 | -9.95% |
| Credit Spreads | 12/31/ 2014 | 2/6/2015 | Week Change | Simple YTD |
| Inv Grade Credit Idx | 3.70% | 3.41% | 0.15% | -7.84% |
| High Yield Credit Idx | 6.80% | 6.08% | -0.30% | -10.59% |
| Markit CDX No Am Inv Grade | 66 | 66 | -2.00 | 0.00 |
| NYSE Bullish % Index | 59.88 | 60.49 | 5.77 | 0.61 |
| Invest. Gr. to 10 yr T-Note Spread | 463 | 413 | -57.00 | -50.00 |
Labels:
CDS,
credit spreads,
ISDA,
Market data,
treasury yields
Saturday, January 31, 2015
Market Data & Graphs: Week Ending January 30, 2015
| Market Index | 12/31/ 2014 | 1/30/ 2015 | Week Change | Simple YTD |
| Dow Industrials Avg | 17,983.07 | 17,164.95 | -2.96% | -4.55% |
| S&P 500 Index | 2,058.90 | 1,994.99 | -2.85% | -3.10% |
| Fed Funds Rate | 0.03% | 0.05% | 0.02% | 66.67% |
| 10 yr T-note Yld | 2.17% | 1.68% | -0.13% | -22.58% |
| 5 yr T-note Yld | 1.65% | 1.18% | -0.15% | -28.48% |
| 5 yr TIPS - 'Real' Yld | 0.33% | -0.35% | -0.27% | 206.06% |
| Implied 5 yr Inflation % | 1.32% | 1.53% | 0.12% | 15.91% |
| 2 yr T-note Yld | 0.67% | 0.47% | -0.05% | -29.85% |
| 2-10 Yr Slope | 1.50% | 1.21% | -0.08% | -19.33% |
| 90 day T-bill Yld | 0.04% | 0.02% | 0.00% | -50.00% |
| Gold ($/oz) | $1,183.20 | $1,283.70 | -$10.40 | 8.49% |
| WTI Oil ($/brl) | $53.71 | $47.85 | $2.56 | -10.91% |
| VIX "Worry Index" | 19.20 | 20.97 | 4.31 | 9.22% |
| Credit Spreads | 12/31/ 2014 | 1/30/ 2015 | Week Change | Simple YTD |
| Inv Grade Credit Idx | 3.70% | 3.26% | -0.10% | -11.89% |
| High Yield Credit Idx | 6.80% | 6.38% | -0.05% | -6.18% |
| Markit CDX No Am Inv Grade | 66 | 68 | 0.00 | 2.00 |
| Markit CDX No Am HiVol | 0 | 0 | 0.00 | 0.00 |
| High Yield to 10 yr T-Note Spread | 463 | 470 | 8.00 | 7.00 |
Labels:
CDS,
credit spreads,
graphs,
ISDA,
Market data,
treasury yields
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