Saturday, December 27, 2014

Market Data: Week Ending December 26, 2014


Market Index 12/31/   2013 12/26/   2014 Week Change Simple YTD
Dow Industrials Avg 16,576.66 18,053.71 1.38% 8.91%
S&P 500 Index 1,848.36 2,088.77 0.87% 13.01%
Fed Funds Rate 0.08% 0.05% -0.08% -37.50%
10 yr T-note Yld 3.04% 2.25% 0.08% -25.99%
5 yr T-note Yld 1.75% 1.75% 0.09% 0.00%
5 yr TIPS - 'Real' Yld 0.07% 0.46% 0.11% -557.14%
Implied 5 yr Inflation % 1.68% 1.29% -0.02% -23.21%
2 yr T-note Yld 0.38% 0.73% 0.06% 92.11%
2-10 Yr Slope 2.66% 1.52% 0.02% -42.86%
90 day T-bill Yld 0.07% 0.01% -0.03% -85.71%
Gold ($/oz) $1,204.80 $1,196.10 $1.60 -0.72%
WTI Oil ($/brl) $98.70 $55.14 -$1.77 -44.13%
VIX "Worry Index" 13.72 14.50 -1.99 5.69%





Credit Spreads 12/31/   2013 12/26/   2014 Week Change Simple YTD
Inv Grade Credit Idx 3.87% 3.76% 0.03% -2.84%
High Yield Credit Idx 5.95% 6.42% -0.75% 7.90%
Markit CDX No Am Inv Grade 62 64 -1.00 2.00
Markit CDX No Am HiVol 135 0 0.00 -135.00
High Yield to 10 yr T-Note Spread 291 417 -83.00 126.00

Sunday, December 21, 2014

Market Data: Week Ending December 19, 2014


Market Index 12/31/   2013 12/19/   2014 Week Change Simple YTD
Dow Industrials Avg 16,576.66 17,804.80 2.94% 7.41%
S&P 500 Index 1,848.36 2,070.65 3.30% 12.03%
Fed Funds Rate 0.08% 0.13% 0.02% 62.50%
10 yr T-note Yld 3.04% 2.17% 0.07% -28.62%
5 yr T-note Yld 1.75% 1.66% 0.13% -5.14%
5 yr TIPS - 'Real' Yld 0.07% 0.35% 0.23% -400.00%
Implied 5 yr Inflation % 1.68% 1.31% -0.10% -22.02%
2 yr T-note Yld 0.38% 0.67% 0.11% 76.32%
2-10 Yr Slope 2.66% 1.50% -0.04% -43.61%
90 day T-bill Yld 0.07% 0.04% 0.02% -42.86%
Gold ($/oz) $1,204.80 $1,194.50 -$27.60 -0.85%
WTI Oil ($/brl) $98.70 $56.91 -$0.58 -42.34%
VIX "Worry Index" 13.72 16.49 -4.59 20.19%





Credit Spreads 12/31/   2013 12/19/   2014 Week Change Simple YTD
Inv Grade Credit Idx 3.87% 3.73% 0.16% -3.62%
High Yield Credit Idx 5.95% 7.17% 0.35% 20.50%
Markit CDX No Am Inv Grade 62 65 -4.00 3.00
Markit CDX No Am HiVol 135 0 0.00 -135.00
High Yield to 10 yr T-Note Spread 291 500 28.00 209.00

Saturday, December 13, 2014

Market Data: Week Ending December 12, 2014


Market Index 12/31/   2013 12/12/   2014 Week Change Simple YTD
Dow Industrials Avg 16,576.66 17,280.83 -3.92% 4.25%
S&P 500 Index 1,848.36 2,002.33 -3.65% 8.33%
Fed Funds Rate 0.08% 0.11% 0.00% 37.50%
10 yr T-note Yld 3.04% 2.10% -0.21% -30.92%
5 yr T-note Yld 1.75% 1.53% -0.16% -12.57%
5 yr TIPS - 'Real' Yld 0.07% 0.12% -0.09% -71.43%
Implied 5 yr Inflation % 1.68% 1.41% -0.07% -16.07%
2 yr T-note Yld 0.38% 0.56% -0.09% 47.37%
2-10 Yr Slope 2.66% 1.54% -0.12% -42.11%
90 day T-bill Yld 0.07% 0.02% 0.00% -71.43%
Gold ($/oz) $1,204.80 $1,222.10 $29.50 1.44%
WTI Oil ($/brl) $98.70 $57.49 -$8.14 -41.75%
VIX "Worry Index" 13.72 21.08 9.26 53.64%





Credit Spreads 12/31/   2013 12/12/   2014 Week Change Simple YTD
Inv Grade Credit Idx 3.87% 3.57% -0.05% -7.75%
High Yield Credit Idx 5.95% 6.82% 0.49% 14.62%
Markit CDX No Am Inv Grade 62 69 7.00 7.00
Markit CDX No Am HiVol 135 0 0.00 -135.00
High Yield to 10 yr T-Note Spread 291 472 70.00 181.00

Saturday, December 6, 2014

Market Data: Week Ending December 5, 2014


Market Index 12/31/   2013 12/5/     2014 Week Change Simple YTD
Dow Industrials Avg 16,576.66 17,958.79 0.73% 8.34%
S&P 500 Index 1,848.36 2,075.37 0.38% 12.28%
Fed Funds Rate 0.08% 0.11% 0.01% 37.50%
10 yr T-note Yld 3.04% 2.31% 0.13% -24.01%
5 yr T-note Yld 1.75% 1.69% 0.20% -3.43%
5 yr TIPS - 'Real' Yld 0.07% 0.21% 0.26% -200.00%
Implied 5 yr Inflation % 1.68% 1.48% -0.06% -11.90%
2 yr T-note Yld 0.38% 0.65% 0.18% 71.05%
2-10 Yr Slope 2.66% 1.66% -0.05% -37.59%
90 day T-bill Yld 0.07% 0.02% 0.00% -71.43%
Gold ($/oz) $1,204.80 $1,192.60 $26.80 -1.01%
WTI Oil ($/brl) $98.70 $65.63 -$0.36 -33.51%
VIX "Worry Index" 13.72 11.82 -1.51 -13.85%





Credit Spreads 12/31/   2013 12/5/     2014 Week Change Simple YTD
Inv Grade Credit Idx 3.87% 3.62% 0.05% -6.46%
High Yield Credit Idx 5.95% 6.33% 0.19% 6.39%
Markit CDX No Am Inv Grade 62 62 2.00 0.00
Markit CDX No Am HiVol 135 0 0.00 -135.00
High Yield to 10 yr T-Note Spread 291 402 6.00 111.00

Tuesday, December 2, 2014

Market Data & Graphs: Week Ending November 28, 2014


Market Index 12/31/   2013 11/28/   2014 Week Change Simple YTD
Dow Industrials Avg 16,576.66 17,828.24 0.10% 7.55%
S&P 500 Index 1,848.36 2,067.56 0.20% 11.86%
Fed Funds Rate 0.08% 0.10% 0.01% 25.00%
10 yr T-note Yld 3.04% 2.18% -0.13% -28.29%
5 yr T-note Yld 1.75% 1.49% -0.14% -14.86%
5 yr TIPS - 'Real' Yld 0.07% -0.05% -0.01% 171.43%
Implied 5 yr Inflation % 1.68% 1.54% -0.13% -8.33%
2 yr T-note Yld 0.38% 0.47% -0.06% 23.68%
2-10 Yr Slope 2.66% 1.71% -0.07% -35.71%
90 day T-bill Yld 0.07% 0.02% 0.01% -71.43%
Gold ($/oz) $1,204.80 $1,165.80 -$35.70 -3.24%
WTI Oil ($/brl) $98.70 $65.99 -$10.73 -33.14%
VIX "Worry Index" 13.72 13.33 0.43 -2.84%





Credit Spreads 12/31/   2013 11/28/   2014 Week Change Simple YTD
Inv Grade Credit Idx 3.87% 3.57% -0.04% -7.75%
High Yield Credit Idx 5.95% 6.14% 0.04% 3.19%
Markit CDX No Am Inv Grade 62 60 -6.00 -2.00
Markit CDX No Am HiVol 135 0 -172.00 -135.00
High Yield to 10 yr T-Note Spread 291 396 17.00 105.00