Sunday, June 22, 2014

Market Data: Week Ending June 20, 2014


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