Saturday, August 16, 2014

Market Data: Week Ending August 15, 2014


Market Index 12/31/   2013 8/15/     2014 Week Change Simple YTD
Dow Industrials Avg 16,576.66 16,662.91 0.65% 0.52%
S&P 500 Index 1,848.36 1,955.06 1.20% 5.77%
Fed Funds Rate 0.08% 0.09% 0.00% 12.50%
10 yr T-note Yld 3.04% 2.34% -0.10% -23.03%
5 yr T-note Yld 1.75% 1.55% -0.07% -11.43%
5 yr TIPS - 'Real' Yld 0.07% -0.42% -0.06% 700.00%
Implied 5 yr Inflation % 1.68% 1.97% -0.01% 17.26%
2 yr T-note Yld 0.38% 0.42% -0.03% 10.53%
2-10 Yr Slope 1.64% 1.92% -0.07% 17.07%
90 day T-bill Yld 0.07% 0.03% 0.00% -57.14%
Gold ($/oz) $1,204.80 $1,305.50 -$5.10 8.36%
WTI Oil ($/brl) $98.70 $97.24 -$0.11 -1.48%
VIX "Worry Index" 13.72 13.15 -2.62 -4.15%





Credit Spreads 12/31/   2013 8/15/     2014 Week Change Simple YTD
Inv Grade Credit Idx 3.87% 3.42% -0.04% -11.63%
High Yield Credit Idx 5.95% 5.69% -0.26% -4.37%
Markit CDX No Am Inv Grade 62 59 -8.00 -3.00
Markit CDX No Am HiVol 135 124 -9.00 -11.00
High Yield to 10 yr T-Note Spread 291 335 -16.00 44.00