Saturday, June 28, 2014

Market Data & Graphs: Week Ending June 27, 2014


Market Index 12/31/   2013 6/27/     2014 Week Change Simple YTD
Dow Industrials Avg 16,576.66 16,851.84 -0.57% 1.66%

1,848.36 1,960.96 -0.10% 6.09%
Fed Funds Rate 0.08% 0.07% -0.02% -12.50%
10 yr T-note Yld 3.04% 2.54% -0.09% -16.45%
5 yr T-note Yld 1.75% 1.64% -0.07% -6.29%
5 yr TIPS - 'Real' Yld 0.07% -0.49% -0.06% 800.00%
Implied 5 yr Inflation % 1.68% 2.13% -0.01% 26.79%
2 yr T-note Yld 0.38% 0.45% -0.05% 18.42%
2-10 Yr Slope 1.64% 2.09% -0.04% 27.44%
90 day T-bill Yld 0.07% 0.03% 0.01% -57.14%
Gold ($/oz) $1,204.80 $1,316.00 $1.20 9.23%
WTI Oil ($/brl) $98.70 $105.74 -$0.90 7.13%
VIX "Worry Index" 13.72 11.26 0.41 -17.93%





Credit Spreads 12/31/   2013 6/27/     2014 Week Change Simple YTD
Inv Grade Credit Idx 3.87% 3.46% -0.06% -10.59%
High Yield Credit Idx 5.95% 5.32% 0.02% -10.59%
Markit CDX No Am Inv Grade 62 57 1.00 -5.00
Markit CDX No Am HiVol 135 118 1.00 -17.00
High Yield to 10 yr T-Note Spread 291 278 11.00 -13.00