Friday, November 7, 2014

Market Data: Week Ending November 7, 2014


Market Index 12/31/   2013 11/7/     2014 Week Change Simple YTD
Dow Industrials Avg 16,576.66 17,573.93 1.04% 6.02%
S&P 500 Index 1,848.36 2,031.92 0.68% 9.93%
Fed Funds Rate 0.08% 0.06% 0.01% -25.00%
10 yr T-note Yld 3.04% 2.32% -0.03% -23.68%
5 yr T-note Yld 1.75% 1.60% -0.02% -8.57%
5 yr TIPS - 'Real' Yld 0.07% -0.06% 0.00% 185.71%
Implied 5 yr Inflation % 1.68% 1.66% -0.02% -1.19%
2 yr T-note Yld 0.38% 0.51% 0.01% 34.21%
2-10 Yr Slope 2.66% 1.81% -0.04% -31.95%
90 day T-bill Yld 0.07% 0.03% 0.02% -57.14%
Gold ($/oz) $1,204.80 $1,178.70 $5.20 -2.17%
WTI Oil ($/brl) $98.70 $78.43 -$2.27 -20.54%
VIX "Worry Index" 13.72 13.12 -0.91 -4.37%





Credit Spreads 12/31/   2013 11/7/     2014 Week Change Simple YTD
Inv Grade Credit Idx 3.87% 3.57% 0.05% -7.75%
High Yield Credit Idx 5.95% 5.92% 0.10% -0.50%
Markit CDX No Am Inv Grade 62 65 -1.00 3.00
Markit CDX No Am HiVol 135 166 6.00 31.00
High Yield to 10 yr T-Note Spread 291 360 13.00 69.00