Monday, August 25, 2014

Market Data: Week Ending August 22, 2014


Market Index 12/31/   2013 8/22/     2014 Week Change Simple YTD
Dow Industrials Avg 16,576.66 17,001.22 1.99% 2.56%
S&P 500 Index 1,848.36 1,988.40 1.68% 7.58%
Fed Funds Rate 0.08% 0.09% 0.00% 12.50%
10 yr T-note Yld 3.04% 2.40% 0.06% -21.05%
5 yr T-note Yld 1.75% 1.68% 0.13% -4.00%
5 yr TIPS - 'Real' Yld 0.07% -0.23% 0.19% 428.57%
Implied 5 yr Inflation % 1.68% 1.91% -0.06% 13.69%
2 yr T-note Yld 0.38% 0.53% 0.11% 39.47%
2-10 Yr Slope 2.66% 1.87% -0.05% -29.70%
90 day T-bill Yld 0.07% 0.03% 0.00% -57.14%
Gold ($/oz) $1,204.80 $1,281.80 -$23.70 6.39%
WTI Oil ($/brl) $98.70 $93.37 -$3.87 -5.40%
VIX "Worry Index" 13.72 11.47 -1.68 -16.40%





Credit Spreads 12/31/   2013 8/22/     2014 Week Change Simple YTD
Inv Grade Credit Idx 3.87% 3.45% 0.03% -10.85%
High Yield Credit Idx 5.95% 5.61% -0.08% -5.71%
Markit CDX No Am Inv Grade 62 56 -3.00 -6.00
Markit CDX No Am HiVol 135 119 -5.00 -16.00
High Yield to 10 yr T-Note Spread 291 321 -14.00 30.00