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