Saturday, November 15, 2014

Market Data: Week Ending November 14, 2014


Market Index 12/31/   2013 11/14/   2014 Week Change Simple YTD
Dow Industrials Avg 16,576.66 17,634.74 0.34% 6.38%
S&P 500 Index 1,848.36 2,039.82 0.39% 10.36%
Fed Funds Rate 0.08% 0.08% 0.02% 0.00%
10 yr T-note Yld 3.04% 2.32% 0.00% -23.68%
5 yr T-note Yld 1.75% 1.62% 0.02% -7.43%
5 yr TIPS - 'Real' Yld 0.07% -0.06% 0.00% 185.71%
Implied 5 yr Inflation % 1.68% 1.68% 0.02% 0.00%
2 yr T-note Yld 0.38% 0.54% 0.03% 42.11%
2-10 Yr Slope 2.66% 1.78% -0.03% -33.08%
90 day T-bill Yld 0.07% 0.02% -0.01% -71.43%
Gold ($/oz) $1,204.80 $1,187.90 $9.20 -1.40%
WTI Oil ($/brl) $98.70 $75.93 -$2.50 -23.07%
VIX "Worry Index" 13.72 13.31 0.19 -2.99%





Credit Spreads 12/31/   2013 11/14/   2014 Week Change Simple YTD
Inv Grade Credit Idx 3.87% 3.62% 0.05% -6.46%
High Yield Credit Idx 5.95% 5.99% 0.07% 0.67%
Markit CDX No Am Inv Grade 62 65 0.00 3.00
Markit CDX No Am HiVol 135 171 5.00 36.00
High Yield to 10 yr T-Note Spread 291 367 7.00 76.00