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