Sunday, November 2, 2014

Market Data & Graphs: Week Ending October 31, 2014


Market Index 12/31/   2013 10/31/   2014 Week Change Simple YTD
Dow Industrials Avg 16,576.66 17,390.52 3.36% 4.91%
S&P 500 Index 1,848.36 2,018.05 2.65% 9.18%
Fed Funds Rate 0.08% 0.05% -0.03% -37.50%
10 yr T-note Yld 3.04% 2.35% 0.06% -22.70%
5 yr T-note Yld 1.75% 1.62% 0.10% -7.43%
5 yr TIPS - 'Real' Yld 0.07% -0.06% 0.04% 185.71%
Implied 5 yr Inflation % 1.68% 1.68% 0.06% 0.00%
2 yr T-note Yld 0.38% 0.50% 0.09% 31.58%
2-10 Yr Slope 2.66% 1.85% -0.03% -30.45%
90 day T-bill Yld 0.07% 0.01% 0.00% -85.71%
Gold ($/oz) $1,204.80 $1,173.50 -$57.70 -2.60%
WTI Oil ($/brl) $98.70 $80.70 -$0.60 -18.24%
VIX "Worry Index" 13.72 14.03 -2.08 2.26%





Credit Spreads 12/31/   2013 10/31/   2014 Week Change Simple YTD
Inv Grade Credit Idx 3.87% 3.52% 0.06% -9.04%
High Yield Credit Idx 5.95% 5.82% -0.01% -2.18%
Markit CDX No Am Inv Grade 62 66 0.00 4.00
Markit CDX No Am HiVol 135 160 2.00 25.00
High Yield to 10 yr T-Note Spread 291 347 -7.00 56.00