Saturday, September 20, 2014

Market Data: Week Ending September 19, 2014


Market Index 12/31/   2013 9/19/     2014 Week Change Simple YTD
Dow Industrials Avg 16,576.66 17,279.74 1.69% 4.24%
S&P 500 Index 1,848.36 2,010.40 1.24% 8.77%
Fed Funds Rate 0.08% 0.08% 0.00% 0.00%
10 yr T-note Yld 3.04% 2.57% -0.05% -15.46%
5 yr T-note Yld 1.75% 1.81% -0.02% 3.43%
5 yr TIPS - 'Real' Yld 0.07% 0.10% 0.17% -42.86%
Implied 5 yr Inflation % 1.68% 1.71% -0.19% 1.79%
2 yr T-note Yld 0.38% 0.56% -0.02% 47.37%
2-10 Yr Slope 2.66% 2.01% -0.03% -24.44%
90 day T-bill Yld 0.07% 0.01% -0.01% -85.71%
Gold ($/oz) $1,204.80 $1,216.90 -$14.60 1.00%
WTI Oil ($/brl) $98.70 $91.77 -$0.38 -7.02%
VIX "Worry Index" 13.72 12.11 -1.20 -11.73%





Credit Spreads 12/31/    2013 9/19/     2014 Week Change Simple YTD
Inv Grade Credit Idx 3.87% 3.65% 0.01% -5.68%
High Yield Credit Idx 5.95% 5.86% -0.02% -1.51%
Markit CDX No Am Inv Grade 62 57 -2.00 -5.00
Markit CDX No Am HiVol 135 122 -2.00 -13.00
High Yield to 10 yr T-Note Spread 291 329 3.00 38.00