Sunday, November 23, 2014

Market Data: Week Ending November 21, 2014


Market Index 12/31/   2013 11/21/   2014 Week Change Simple YTD
Dow Industrials Avg 16,576.66 17,810.06 0.98% 7.44%
S&P 500 Index 1,848.36 2,063.50 1.15% 11.64%
Fed Funds Rate 0.08% 0.09% 0.01% 12.50%
10 yr T-note Yld 3.04% 2.31% -0.01% -24.01%
5 yr T-note Yld 1.75% 1.63% 0.01% -6.86%
5 yr TIPS - 'Real' Yld 0.07% -0.04% 0.02% 157.14%
Implied 5 yr Inflation % 1.68% 1.67% -0.01% -0.60%
2 yr T-note Yld 0.38% 0.53% -0.01% 39.47%
2-10 Yr Slope 2.66% 1.78% 0.00% -33.08%
90 day T-bill Yld 0.07% 0.01% -0.01% -85.71%
Gold ($/oz) $1,204.80 $1,201.50 $13.60 -0.27%
WTI Oil ($/brl) $98.70 $76.72 $0.79 -22.27%
VIX "Worry Index" 13.72 12.90 -0.41 -5.98%





Credit Spreads 12/31/   2013 11/21/   2014 Week Change Simple YTD
Inv Grade Credit Idx 3.87% 3.61% -0.01% -6.72%
High Yield Credit Idx 5.95% 6.10% 0.11% 2.52%
Markit CDX No Am Inv Grade 62 66 1.00 4.00
Markit CDX No Am HiVol 135 172 1.00 37.00
High Yield to 10 yr T-Note Spread 291 379 12.00 88.00