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