Sunday, September 28, 2014

Market Data: Week Ending September 26, 2014


Market Index 12/31/   2013 9/26/     2014 Week Change Simple YTD
Dow Industrials Avg 16,576.66 17,113.15 -0.97% 3.24%
S&P 500 Index 1,848.36 1,982.85 -1.39% 7.28%
Fed Funds Rate 0.08% 0.08% 0.00% 0.00%
10 yr T-note Yld 3.04% 2.54% -0.03% -16.45%
5 yr T-note Yld 1.75% 1.80% -0.01% 2.86%
5 yr TIPS - 'Real' Yld 0.07% 0.06% -0.04% 14.29%
Implied 5 yr Inflation % 1.68% 1.74% 0.03% 3.57%
2 yr T-note Yld 0.38% 0.59% 0.03% 55.26%
2-10 Yr Slope 2.66% 1.95% -0.06% -26.69%
90 day T-bill Yld 0.07% 0.01% 0.00% -85.71%
Gold ($/oz) $1,204.80 $1,220.00 $3.10 1.26%
WTI Oil ($/brl) $98.70 $93.36 $1.59 -5.41%
VIX "Worry Index" 13.72 14.85 2.74 8.24%





Credit Spreads 12/31/   2013 9/26/     2014 Week Change Simple YTD
Inv Grade Credit Idx 3.87% 3.68% 0.03% -4.91%
High Yield Credit Idx 5.95% 6.23% 0.37% 4.71%
Markit CDX No Am Inv Grade 62 62 5.00 0.00
Markit CDX No Am HiVol 135 132 10.00 -3.00
High Yield to 10 yr T-Note Spread 291 369 40.00 78.00