Sunday, August 3, 2014

Market Data & Graphs: Week Ending August 1, 2014


Market Index 12/31/   2013 8/1/2014 Week Change Simple YTD
Dow Industrials Avg 16,576.66 16,493.37 -2.83% -0.50%
S&P 500 Index 1,848.36 1,925.15 -2.76% 4.15%
Fed Funds Rate 0.08% 0.06% -0.03% -25.00%
10 yr T-note Yld 3.04% 2.49% 0.01% -18.09%
5 yr T-note Yld 1.75% 1.66% -0.03% -5.14%
5 yr TIPS - 'Real' Yld 0.07% -0.39% -0.01% 657.14%
Implied 5 yr Inflation % 1.68% 2.05% -0.02% 22.02%
2 yr T-note Yld 0.38% 0.47% -0.06% 23.68%
2-10 Yr Slope 1.64% 2.02% 0.07% 23.17%
90 day T-bill Yld 0.07% 0.02% -0.01% -71.43%
Gold ($/oz) $1,204.80 $1,295.20 -$13.30 7.50%
WTI Oil ($/brl) $98.70 $97.62 -$4.27 -1.09%
VIX "Worry Index" 13.72 17.03 4.34 24.13%





Credit Spreads 12/31/   2013 8/1/2014 Week Change Simple YTD
Inv Grade Credit Idx 3.87% 3.53% 0.08% -8.79%
High Yield Credit Idx 5.95% 6.07% 0.41% 2.02%
Markit CDX No Am Inv Grade 62 64 5.00 2.00
Markit CDX No Am HiVol 135 131 9.00 -4.00
High Yield to 10 yr T-Note Spread 291 358 40.00 67.00