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