Saturday, July 26, 2014

Market Data: Week Ending July 25, 2014


Market Index 12/31/   2013 7/25/     2014 Week Change Simple YTD
Dow Industrials Avg 16,576.66 16,960.57 -0.82% 2.32%
S&P 500 Index 1,848.36 1,978.34 0.01% 7.03%
Fed Funds Rate 0.08% 0.09% 0.02% 12.50%
10 yr T-note Yld 3.04% 2.48% -0.02% -18.42%
5 yr T-note Yld 1.75% 1.69% 0.00% -3.43%
5 yr TIPS - 'Real' Yld 0.07% -0.38% 0.02% 642.86%
Implied 5 yr Inflation % 1.68% 2.07% -0.02% 23.21%
2 yr T-note Yld 0.38% 0.53% 0.02% 39.47%
2-10 Yr Slope 1.64% 1.95% -0.04% 18.90%
90 day T-bill Yld 0.07% 0.03% 0.01% -57.14%
Gold ($/oz) $1,204.80 $1,308.50 -$2.90 8.61%
WTI Oil ($/brl) $98.70 $101.89 $0.22 3.23%
VIX "Worry Index" 13.72 12.69 0.63 -7.51%





Credit Spreads 12/31/   2013 7/25/     2014 Week Change Simple YTD
Inv Grade Credit Idx 3.87% 3.45% -0.02% -10.85%
High Yield Credit Idx 5.95% 5.66% -0.04% -4.87%
Markit CDX No Am Inv Grade 62 59 -1.00 -3.00
Markit CDX No Am HiVol 135 122 0.00 -13.00
High Yield to 10 yr T-Note Spread 291 318 -2.00 27.00