Sunday, September 7, 2014

Market Data: Week Ending September 5, 2014


Market Index 12/31/   2013 9/5/2014 Week Change Simple YTD
Dow Industrials Avg 16,576.66 17,137.36 0.23% 3.38%
S&P 500 Index 1,848.36 2,007.71 0.22% 8.62%
Fed Funds Rate 0.08% 0.09% 0.04% 12.50%
10 yr T-note Yld 3.04% 2.46% 0.11% -19.08%
5 yr T-note Yld 1.75% 1.69% 0.06% -3.43%
5 yr TIPS - 'Real' Yld 0.07% -0.23% 0.05% 428.57%
Implied 5 yr Inflation % 1.68% 1.92% 0.01% 14.29%
2 yr T-note Yld 0.38% 0.52% 0.04% 36.84%
2-10 Yr Slope 2.66% 1.94% 0.07% -27.07%
90 day T-bill Yld 0.07% 0.03% 0.00% -57.14%
Gold ($/oz) $1,204.80 $1,269.30 -$18.00 5.35%
WTI Oil ($/brl) $98.70 $93.43 -$2.41 -5.34%
VIX "Worry Index" 13.72 12.09 0.11 -11.88%





Credit Spreads 12/31/   2013 9/5/2014 Week Change Simple YTD
Inv Grade Credit Idx 3.87% 3.44% 0.05% -11.11%
High Yield Credit Idx 5.95% 5.66% 0.08% -4.87%
Markit CDX No Am Inv Grade 62 56 -1.00 -6.00
Markit CDX No Am HiVol 135 118 0.00 -17.00
High Yield to 10 yr T-Note Spread 291 320 -3.00 29.00