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