Saturday, August 30, 2014

Market Data & Graphs: Week Ending August 29, 2014


Market Index 12/31/   2013 8/29/     2014 Week Change Simple YTD
Dow Industrials Avg 16,576.66 17,098.45 0.57% 3.15%
S&P 500 Index 1,848.36 2,003.37 0.75% 8.39%
Fed Funds Rate 0.08% 0.05% -0.04% -37.50%
10 yr T-note Yld 3.04% 2.35% -0.05% -22.70%
5 yr T-note Yld 1.75% 1.63% -0.05% -6.86%
5 yr TIPS - 'Real' Yld 0.07% -0.28% -0.05% 500.00%
Implied 5 yr Inflation % 1.68% 1.91% 0.00% 13.69%
2 yr T-note Yld 0.38% 0.48% -0.05% 26.32%
2-10 Yr Slope 2.66% 1.87% 0.00% -29.70%
90 day T-bill Yld 0.07% 0.03% 0.00% -57.14%
Gold ($/oz) $1,204.80 $1,287.30 $5.50 6.85%
WTI Oil ($/brl) $98.70 $95.84 $2.47 -2.90%
VIX "Worry Index" 13.72 11.98 0.51 -12.68%





Credit Spreads 12/31/   2013 8/29/     2014 Week Change Simple YTD
Inv Grade Credit Idx 3.87% 3.39% -0.06% -12.40%
High Yield Credit Idx 5.95% 5.58% -0.03% -6.22%
Markit CDX No Am Inv Grade 62 57 1.00 -5.00
Markit CDX No Am HiVol 135 118 -1.00 -17.00
High Yield to 10 yr T-Note Spread 291 323 2.00 32.00