Sunday, August 10, 2014

Market Data: Week Ending August 8, 2014


Market Index 12/31/   2013 8/8/2014 Week Change Simple YTD
Dow Industrials Avg 16,576.66 16,553.93 0.37% -0.14%
S&P 500 Index 1,848.36 1,931.59 0.33% 4.50%
Fed Funds Rate 0.08% 0.09% 0.03% 12.50%
10 yr T-note Yld 3.04% 2.44% -0.05% -19.74%
5 yr T-note Yld 1.75% 1.62% -0.04% -7.43%
5 yr TIPS - 'Real' Yld 0.07% -0.36% 0.03% 614.29%
Implied 5 yr Inflation % 1.68% 1.98% -0.07% 17.86%
2 yr T-note Yld 0.38% 0.45% -0.02% 18.42%
2-10 Yr Slope 1.64% 1.99% -0.03% 21.34%
90 day T-bill Yld 0.07% 0.03% 0.01% -57.14%
Gold ($/oz) $1,204.80 $1,310.60 $15.40 8.78%
WTI Oil ($/brl) $98.70 $97.35 -$0.27 -1.37%
VIX "Worry Index" 13.72 15.77 -1.26 14.94%





Credit Spreads 12/31/   2013 8/8/2014 Week Change Simple YTD
Inv Grade Credit Idx 3.87% 3.46% -0.07% -10.59%
High Yield Credit Idx 5.95% 5.95% -0.12% 0.00%
Markit CDX No Am Inv Grade 62 67 3.00 5.00
Markit CDX No Am HiVol 135 133 2.00 -2.00
High Yield to 10 yr T-Note Spread 291 351 -7.00 60.00