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