Saturday, July 5, 2014

Market Data: Week Ending July 4, 2014


Market Index 12/31/   2013 7/4/2014 Week Change Simple YTD
Dow Industrials Avg 16,576.66 17,068.26 1.27% 2.97%
S&P 500 Index 1,848.36 1,985.44 1.23% 7.42%
Fed Funds Rate 0.08% 0.09% 0.02% 12.50%
10 yr T-note Yld 3.04% 2.65% 0.11% -12.83%
5 yr T-note Yld 1.75% 1.74% 0.10% -0.57%
5 yr TIPS - 'Real' Yld 0.07% -0.41% 0.08% 685.71%
Implied 5 yr Inflation % 1.68% 2.15% 0.02% 27.98%
2 yr T-note Yld 0.38% 0.52% 0.07% 36.84%
2-10 Yr Slope 1.64% 2.13% 0.04% 29.88%
90 day T-bill Yld 0.07% 0.01% -0.02% -85.71%
Gold ($/oz) $1,204.80 $1,320.40 $4.40 9.59%
WTI Oil ($/brl) $98.70 $104.09 -$1.65 5.46%
VIX "Worry Index" 13.72 10.32 -0.94 -24.78%





Credit Spreads 12/31/   2013 7/4/2014 Week Change Simple YTD
Inv Grade Credit Idx 3.87% 3.54% 0.08% -8.53%
High Yield Credit Idx 5.95% 5.34% 0.02% -10.25%
Markit CDX No Am Inv Grade 62 55 -2.00 -7.00
Markit CDX No Am HiVol 135 117 -1.00 -18.00
High Yield to 10 yr T-Note Spread 291 269 -9.00 -22.00