Friday, July 11, 2014

Market Data: Week Ending July 11, 2014


Market Index 12/31/   2013 7/11/     2014 Week Change Simple YTD
Dow Industrials Avg 16,576.66 16,943.81 -0.73% 2.21%
S&P 500 Index 1,848.36 1,967.57 -0.91% 6.45%
Fed Funds Rate 0.08% 0.07% -0.02% -12.50%
10 yr T-note Yld 3.04% 2.53% -0.12% -16.78%
5 yr T-note Yld 1.75% 1.65% -0.09% -5.71%
5 yr TIPS - 'Real' Yld 0.07% -0.45% -0.04% 742.86%
Implied 5 yr Inflation % 1.68% 2.10% -0.05% 25.00%
2 yr T-note Yld 0.38% 0.48% -0.04% 26.32%
2-10 Yr Slope 1.64% 2.05% -0.08% 25.00%
90 day T-bill Yld 0.07% 0.02% 0.01% -71.43%
Gold ($/oz) $1,204.80 $1,340.00 $19.60 11.22%
WTI Oil ($/brl) $98.70 $100.49 -$3.60 1.81%
VIX "Worry Index" 13.72 12.08 1.76 -11.95%





Credit Spreads 12/31/   2013 7/11/     2014 Week Change Simple YTD
Inv Grade Credit Idx 3.87% 3.47% -0.07% -10.34%
High Yield Credit Idx 5.95% 5.43% 0.09% -8.74%
Markit CDX No Am Inv Grade 62 58 3.00 -4.00
Markit CDX No Am HiVol 135 121 4.00 -14.00
High Yield to 10 yr T-Note Spread 291 290 21.00 -1.00