Friday, October 24, 2014

Market Data: Week Ending October 24, 2014


Market Index 12/31/   2013 10/24/   2014 Week Change Simple YTD
Dow Industrials Avg 16,576.66 16,805.41 2.53% 1.38%
S&P 500 Index 1,848.36 1,964.58 3.96% 6.29%
Fed Funds Rate 0.08% 0.08% 0.00% 0.00%
10 yr T-note Yld 3.04% 2.29% 0.07% -24.67%
5 yr T-note Yld 1.75% 1.52% 0.08% -13.14%
5 yr TIPS - 'Real' Yld 0.07% -0.10% 0.08% 242.86%
Implied 5 yr Inflation % 1.68% 1.62% 0.00% -3.57%
2 yr T-note Yld 0.38% 0.41% 0.02% 7.89%
2-10 Yr Slope 2.66% 1.88% 0.05% -29.32%
90 day T-bill Yld 0.07% 0.01% -0.01% -85.71%
Gold ($/oz) $1,204.80 $1,231.20 -$7.30 2.19%
WTI Oil ($/brl) $98.70 $81.30 -$1.62 -17.63%
VIX "Worry Index" 13.72 16.11 -5.88 17.42%





Credit Spreads 12/31/   2013 10/24/   2014 Week Change Simple YTD
Inv Grade Credit Idx 3.87% 3.46% 0.06% -10.59%
High Yield Credit Idx 5.95% 5.83% -0.19% -2.02%
Markit CDX No Am Inv Grade 62 66 -8.00 4.00
Markit CDX No Am HiVol 135 158 -21.00 23.00
High Yield to 10 yr T-Note Spread 291 354 -26.00 63.00

Sunday, October 19, 2014

Market Data: Week Ending October 17, 2014


Market Index 12/31/   2013 10/17/   2014 Week Change Simple YTD
Dow Industrials Avg 16,576.66 16,380.41 -1.00% -1.18%
S&P 500 Index 1,848.36 1,886.76 -1.03% 2.08%
Fed Funds Rate 0.08% 0.08% 0.00% 0.00%
10 yr T-note Yld 3.04% 2.22% -0.09% -26.97%
5 yr T-note Yld 1.75% 1.44% -0.11% -17.71%
5 yr TIPS - 'Real' Yld 0.07% -0.18% -0.04% 357.14%
Implied 5 yr Inflation % 1.68% 1.62% -0.07% -3.57%
2 yr T-note Yld 0.38% 0.39% -0.06% 2.63%
2-10 Yr Slope 2.66% 1.83% -0.03% -31.20%
90 day T-bill Yld 0.07% 0.02% 0.01% -71.43%
Gold ($/oz) $1,204.80 $1,238.50 $15.20 2.80%
WTI Oil ($/brl) $98.70 $82.92 -$2.60 -15.99%
VIX "Worry Index" 13.72 21.99 0.75 60.28%





Credit Spreads 12/31/   2013 10/17/   2014 Week Change Simple YTD
Inv Grade Credit Idx 3.87% 3.40% -0.06% -12.14%
High Yield Credit Idx 5.95% 6.02% -0.10% 1.18%
Markit CDX No Am Inv Grade 62 74 4.00 12.00
Markit CDX No Am HiVol 135 179 13.00 44.00
High Yield to 10 yr T-Note Spread 291 380 -1.00 89.00

Sunday, October 12, 2014

Market Data: Week Ending October 10, 2014


Market Index 12/31/   2013 10/10/   2014 Week Change Simple YTD
Dow Industrials Avg 16,576.66 16,544.10 -2.81% -0.20%
S&P 500 Index 1,848.36 1,906.13 -3.24% 3.13%
Fed Funds Rate 0.08% 0.08% 0.00% 0.00%
10 yr T-note Yld 3.04% 2.31% -0.14% -24.01%
5 yr T-note Yld 1.75% 1.55% -0.18% -11.43%
5 yr TIPS - 'Real' Yld 0.07% -0.14% -0.19% 300.00%
Implied 5 yr Inflation % 1.68% 1.69% 0.01% 0.60%
2 yr T-note Yld 0.38% 0.45% -0.12% 18.42%
2-10 Yr Slope 2.66% 1.86% -0.02% -30.08%
90 day T-bill Yld 0.07% 0.01% 0.00% -85.71%
Gold ($/oz) $1,204.80 $1,223.30 $32.20 1.54%
WTI Oil ($/brl) $98.70 $85.52 -$4.19 -13.35%
VIX "Worry Index" 13.72 21.24 6.69 54.81%





Credit Spreads 12/31/   2013 10/10/   2014 Week Change Simple YTD
Inv Grade Credit Idx 3.87% 3.46% -0.10% -10.59%
High Yield Credit Idx 5.95% 6.12% 0.17% 2.86%
Markit CDX No Am Inv Grade 62 70 7.00 8.00
Markit CDX No Am HiVol 135 166 27.00 31.00
High Yield to 10 yr T-Note Spread 291 381 31.00 90.00

Sunday, October 5, 2014

Market Data & Graphs: Week Ending October 3, 2014


Market Index 12/31/   2013 10/3/     2014 Week Change Simple YTD
Dow Industrials Avg 16,576.66 17,009.69 -0.61% 2.61%
S&P 500 Index 1,848.36 1,967.90 -0.76% 6.47%
Fed Funds Rate 0.08% 0.08% 0.00% 0.00%
10 yr T-note Yld 3.04% 2.45% -0.09% -19.41%
5 yr T-note Yld 1.75% 1.73% -0.07% -1.14%
5 yr TIPS - 'Real' Yld 0.07% 0.05% -0.01% 28.57%
Implied 5 yr Inflation % 1.68% 1.68% -0.06% 0.00%
2 yr T-note Yld 0.38% 0.57% -0.02% 50.00%
2-10 Yr Slope 2.66% 1.88% -0.07% -29.32%
90 day T-bill Yld 0.07% 0.01% 0.00% -85.71%
Gold ($/oz) $1,204.80 $1,191.10 -$28.90 -1.14%
WTI Oil ($/brl) $98.70 $89.71 -$3.65 -9.11%
VIX "Worry Index" 13.72 14.55 -0.30 6.05%





Credit Spreads 12/31/   2013 10/3/     2014 Week Change Simple YTD
Inv Grade Credit Idx 3.87% 3.56% -0.12% -8.01%
High Yield Credit Idx 5.95% 5.95% -0.28% 0.00%
Markit CDX No Am Inv Grade 62 63 1.00 1.00
Markit CDX No Am HiVol 135 139 7.00 4.00
High Yield to 10 yr T-Note Spread 291 350 -19.00 59.00