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