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