Sunday, July 20, 2014

Market Data: Week Ending July 18, 2014


Market Index 12/31/   2013 7/18/     2014 Week Change Simple YTD
Dow Industrials Avg 16,576.66 17,100.18 0.91% 3.16%
S&P 500 Index 1,848.36 1,978.22 0.54% 7.03%
Fed Funds Rate 0.08% 0.07% 0.00% -12.50%
10 yr T-note Yld 3.04% 2.50% -0.03% -17.76%
5 yr T-note Yld 1.75% 1.69% 0.04% -3.43%
5 yr TIPS - 'Real' Yld 0.07% -0.40% 0.05% 671.43%
Implied 5 yr Inflation % 1.68% 2.09% -0.01% 24.40%
2 yr T-note Yld 0.38% 0.51% 0.03% 34.21%
2-10 Yr Slope 1.64% 1.99% -0.06% 21.34%
90 day T-bill Yld 0.07% 0.02% 0.00% -71.43%
Gold ($/oz) $1,204.80 $1,311.40 -$28.60 8.85%
WTI Oil ($/brl) $98.70 $101.67 $1.18 3.01%
VIX "Worry Index" 13.72 12.06 -0.02 -12.10%





Credit Spreads 12/31/   2013 7/18/     2014 Week Change Simple YTD
Inv Grade Credit Idx 3.87% 3.47% 0.00% -10.34%
High Yield Credit Idx 5.95% 5.70% 0.27% -4.20%
Markit CDX No Am Inv Grade 62 60 2.00 -2.00
Markit CDX No Am HiVol 135 122 1.00 -13.00
High Yield to 10 yr T-Note Spread 291 320 30.00 29.00