Saturday, September 13, 2014

Market Data: Week Ending September 12, 2014


Market Index 12/31/   2013 9/12/     2014 Week Change Simple YTD
Dow Industrials Avg 16,576.66 16,987.51 -0.88% 2.48%
S&P 500 Index 1,848.36 1,985.54 -1.12% 7.42%
Fed Funds Rate 0.08% 0.08% -0.01% 0.00%
10 yr T-note Yld 3.04% 2.62% 0.16% -13.82%
5 yr T-note Yld 1.75% 1.83% 0.14% 4.57%
5 yr TIPS - 'Real' Yld 0.07% -0.07% 0.16% 200.00%
Implied 5 yr Inflation % 1.68% 1.90% -0.02% 13.10%
2 yr T-note Yld 0.38% 0.58% 0.06% 52.63%
2-10 Yr Slope 2.66% 2.04% 0.10% -23.31%
90 day T-bill Yld 0.07% 0.02% -0.01% -71.43%
Gold ($/oz) $1,204.80 $1,231.50 -$37.80 2.22%
WTI Oil ($/brl) $98.70 $92.15 -$1.28 -6.64%
VIX "Worry Index" 13.72 13.31 1.22 -2.99%





Credit Spreads 12/31/   2013 9/12/     2014 Week Change Simple YTD
Inv Grade Credit Idx 3.87% 3.64% 0.20% -5.94%
High Yield Credit Idx 5.95% 5.88% 0.22% -1.18%
Markit CDX No Am Inv Grade 62 59 3.00 -3.00
Markit CDX No Am HiVol 135 124 6.00 -11.00
High Yield to 10 yr T-Note Spread 291 326 6.00 35.00