Saturday, July 26, 2014

Market Data: Week Ending July 25, 2014


Market Index 12/31/   2013 7/25/     2014 Week Change Simple YTD
Dow Industrials Avg 16,576.66 16,960.57 -0.82% 2.32%
S&P 500 Index 1,848.36 1,978.34 0.01% 7.03%
Fed Funds Rate 0.08% 0.09% 0.02% 12.50%
10 yr T-note Yld 3.04% 2.48% -0.02% -18.42%
5 yr T-note Yld 1.75% 1.69% 0.00% -3.43%
5 yr TIPS - 'Real' Yld 0.07% -0.38% 0.02% 642.86%
Implied 5 yr Inflation % 1.68% 2.07% -0.02% 23.21%
2 yr T-note Yld 0.38% 0.53% 0.02% 39.47%
2-10 Yr Slope 1.64% 1.95% -0.04% 18.90%
90 day T-bill Yld 0.07% 0.03% 0.01% -57.14%
Gold ($/oz) $1,204.80 $1,308.50 -$2.90 8.61%
WTI Oil ($/brl) $98.70 $101.89 $0.22 3.23%
VIX "Worry Index" 13.72 12.69 0.63 -7.51%





Credit Spreads 12/31/   2013 7/25/     2014 Week Change Simple YTD
Inv Grade Credit Idx 3.87% 3.45% -0.02% -10.85%
High Yield Credit Idx 5.95% 5.66% -0.04% -4.87%
Markit CDX No Am Inv Grade 62 59 -1.00 -3.00
Markit CDX No Am HiVol 135 122 0.00 -13.00
High Yield to 10 yr T-Note Spread 291 318 -2.00 27.00

Sunday, July 20, 2014

Market Data: Week Ending July 18, 2014


Market Index 12/31/   2013 7/18/     2014 Week Change Simple YTD
Dow Industrials Avg 16,576.66 17,100.18 0.91% 3.16%
S&P 500 Index 1,848.36 1,978.22 0.54% 7.03%
Fed Funds Rate 0.08% 0.07% 0.00% -12.50%
10 yr T-note Yld 3.04% 2.50% -0.03% -17.76%
5 yr T-note Yld 1.75% 1.69% 0.04% -3.43%
5 yr TIPS - 'Real' Yld 0.07% -0.40% 0.05% 671.43%
Implied 5 yr Inflation % 1.68% 2.09% -0.01% 24.40%
2 yr T-note Yld 0.38% 0.51% 0.03% 34.21%
2-10 Yr Slope 1.64% 1.99% -0.06% 21.34%
90 day T-bill Yld 0.07% 0.02% 0.00% -71.43%
Gold ($/oz) $1,204.80 $1,311.40 -$28.60 8.85%
WTI Oil ($/brl) $98.70 $101.67 $1.18 3.01%
VIX "Worry Index" 13.72 12.06 -0.02 -12.10%





Credit Spreads 12/31/   2013 7/18/     2014 Week Change Simple YTD
Inv Grade Credit Idx 3.87% 3.47% 0.00% -10.34%
High Yield Credit Idx 5.95% 5.70% 0.27% -4.20%
Markit CDX No Am Inv Grade 62 60 2.00 -2.00
Markit CDX No Am HiVol 135 122 1.00 -13.00
High Yield to 10 yr T-Note Spread 291 320 30.00 29.00

Friday, July 11, 2014

Market Data: Week Ending July 11, 2014


Market Index 12/31/   2013 7/11/     2014 Week Change Simple YTD
Dow Industrials Avg 16,576.66 16,943.81 -0.73% 2.21%
S&P 500 Index 1,848.36 1,967.57 -0.91% 6.45%
Fed Funds Rate 0.08% 0.07% -0.02% -12.50%
10 yr T-note Yld 3.04% 2.53% -0.12% -16.78%
5 yr T-note Yld 1.75% 1.65% -0.09% -5.71%
5 yr TIPS - 'Real' Yld 0.07% -0.45% -0.04% 742.86%
Implied 5 yr Inflation % 1.68% 2.10% -0.05% 25.00%
2 yr T-note Yld 0.38% 0.48% -0.04% 26.32%
2-10 Yr Slope 1.64% 2.05% -0.08% 25.00%
90 day T-bill Yld 0.07% 0.02% 0.01% -71.43%
Gold ($/oz) $1,204.80 $1,340.00 $19.60 11.22%
WTI Oil ($/brl) $98.70 $100.49 -$3.60 1.81%
VIX "Worry Index" 13.72 12.08 1.76 -11.95%





Credit Spreads 12/31/   2013 7/11/     2014 Week Change Simple YTD
Inv Grade Credit Idx 3.87% 3.47% -0.07% -10.34%
High Yield Credit Idx 5.95% 5.43% 0.09% -8.74%
Markit CDX No Am Inv Grade 62 58 3.00 -4.00
Markit CDX No Am HiVol 135 121 4.00 -14.00
High Yield to 10 yr T-Note Spread 291 290 21.00 -1.00

Saturday, July 5, 2014

Market Data: Week Ending July 4, 2014


Market Index 12/31/   2013 7/4/2014 Week Change Simple YTD
Dow Industrials Avg 16,576.66 17,068.26 1.27% 2.97%
S&P 500 Index 1,848.36 1,985.44 1.23% 7.42%
Fed Funds Rate 0.08% 0.09% 0.02% 12.50%
10 yr T-note Yld 3.04% 2.65% 0.11% -12.83%
5 yr T-note Yld 1.75% 1.74% 0.10% -0.57%
5 yr TIPS - 'Real' Yld 0.07% -0.41% 0.08% 685.71%
Implied 5 yr Inflation % 1.68% 2.15% 0.02% 27.98%
2 yr T-note Yld 0.38% 0.52% 0.07% 36.84%
2-10 Yr Slope 1.64% 2.13% 0.04% 29.88%
90 day T-bill Yld 0.07% 0.01% -0.02% -85.71%
Gold ($/oz) $1,204.80 $1,320.40 $4.40 9.59%
WTI Oil ($/brl) $98.70 $104.09 -$1.65 5.46%
VIX "Worry Index" 13.72 10.32 -0.94 -24.78%





Credit Spreads 12/31/   2013 7/4/2014 Week Change Simple YTD
Inv Grade Credit Idx 3.87% 3.54% 0.08% -8.53%
High Yield Credit Idx 5.95% 5.34% 0.02% -10.25%
Markit CDX No Am Inv Grade 62 55 -2.00 -7.00
Markit CDX No Am HiVol 135 117 -1.00 -18.00
High Yield to 10 yr T-Note Spread 291 269 -9.00 -22.00