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