Sunday, September 28, 2014

Market Data: Week Ending September 26, 2014


Market Index 12/31/   2013 9/26/     2014 Week Change Simple YTD
Dow Industrials Avg 16,576.66 17,113.15 -0.97% 3.24%
S&P 500 Index 1,848.36 1,982.85 -1.39% 7.28%
Fed Funds Rate 0.08% 0.08% 0.00% 0.00%
10 yr T-note Yld 3.04% 2.54% -0.03% -16.45%
5 yr T-note Yld 1.75% 1.80% -0.01% 2.86%
5 yr TIPS - 'Real' Yld 0.07% 0.06% -0.04% 14.29%
Implied 5 yr Inflation % 1.68% 1.74% 0.03% 3.57%
2 yr T-note Yld 0.38% 0.59% 0.03% 55.26%
2-10 Yr Slope 2.66% 1.95% -0.06% -26.69%
90 day T-bill Yld 0.07% 0.01% 0.00% -85.71%
Gold ($/oz) $1,204.80 $1,220.00 $3.10 1.26%
WTI Oil ($/brl) $98.70 $93.36 $1.59 -5.41%
VIX "Worry Index" 13.72 14.85 2.74 8.24%





Credit Spreads 12/31/   2013 9/26/     2014 Week Change Simple YTD
Inv Grade Credit Idx 3.87% 3.68% 0.03% -4.91%
High Yield Credit Idx 5.95% 6.23% 0.37% 4.71%
Markit CDX No Am Inv Grade 62 62 5.00 0.00
Markit CDX No Am HiVol 135 132 10.00 -3.00
High Yield to 10 yr T-Note Spread 291 369 40.00 78.00

Saturday, September 20, 2014

Market Data: Week Ending September 19, 2014


Market Index 12/31/   2013 9/19/     2014 Week Change Simple YTD
Dow Industrials Avg 16,576.66 17,279.74 1.69% 4.24%
S&P 500 Index 1,848.36 2,010.40 1.24% 8.77%
Fed Funds Rate 0.08% 0.08% 0.00% 0.00%
10 yr T-note Yld 3.04% 2.57% -0.05% -15.46%
5 yr T-note Yld 1.75% 1.81% -0.02% 3.43%
5 yr TIPS - 'Real' Yld 0.07% 0.10% 0.17% -42.86%
Implied 5 yr Inflation % 1.68% 1.71% -0.19% 1.79%
2 yr T-note Yld 0.38% 0.56% -0.02% 47.37%
2-10 Yr Slope 2.66% 2.01% -0.03% -24.44%
90 day T-bill Yld 0.07% 0.01% -0.01% -85.71%
Gold ($/oz) $1,204.80 $1,216.90 -$14.60 1.00%
WTI Oil ($/brl) $98.70 $91.77 -$0.38 -7.02%
VIX "Worry Index" 13.72 12.11 -1.20 -11.73%





Credit Spreads 12/31/    2013 9/19/     2014 Week Change Simple YTD
Inv Grade Credit Idx 3.87% 3.65% 0.01% -5.68%
High Yield Credit Idx 5.95% 5.86% -0.02% -1.51%
Markit CDX No Am Inv Grade 62 57 -2.00 -5.00
Markit CDX No Am HiVol 135 122 -2.00 -13.00
High Yield to 10 yr T-Note Spread 291 329 3.00 38.00

Saturday, September 13, 2014

Market Data: Week Ending September 12, 2014


Market Index 12/31/   2013 9/12/     2014 Week Change Simple YTD
Dow Industrials Avg 16,576.66 16,987.51 -0.88% 2.48%
S&P 500 Index 1,848.36 1,985.54 -1.12% 7.42%
Fed Funds Rate 0.08% 0.08% -0.01% 0.00%
10 yr T-note Yld 3.04% 2.62% 0.16% -13.82%
5 yr T-note Yld 1.75% 1.83% 0.14% 4.57%
5 yr TIPS - 'Real' Yld 0.07% -0.07% 0.16% 200.00%
Implied 5 yr Inflation % 1.68% 1.90% -0.02% 13.10%
2 yr T-note Yld 0.38% 0.58% 0.06% 52.63%
2-10 Yr Slope 2.66% 2.04% 0.10% -23.31%
90 day T-bill Yld 0.07% 0.02% -0.01% -71.43%
Gold ($/oz) $1,204.80 $1,231.50 -$37.80 2.22%
WTI Oil ($/brl) $98.70 $92.15 -$1.28 -6.64%
VIX "Worry Index" 13.72 13.31 1.22 -2.99%





Credit Spreads 12/31/   2013 9/12/     2014 Week Change Simple YTD
Inv Grade Credit Idx 3.87% 3.64% 0.20% -5.94%
High Yield Credit Idx 5.95% 5.88% 0.22% -1.18%
Markit CDX No Am Inv Grade 62 59 3.00 -3.00
Markit CDX No Am HiVol 135 124 6.00 -11.00
High Yield to 10 yr T-Note Spread 291 326 6.00 35.00

Sunday, September 7, 2014

Market Data: Week Ending September 5, 2014


Market Index 12/31/   2013 9/5/2014 Week Change Simple YTD
Dow Industrials Avg 16,576.66 17,137.36 0.23% 3.38%
S&P 500 Index 1,848.36 2,007.71 0.22% 8.62%
Fed Funds Rate 0.08% 0.09% 0.04% 12.50%
10 yr T-note Yld 3.04% 2.46% 0.11% -19.08%
5 yr T-note Yld 1.75% 1.69% 0.06% -3.43%
5 yr TIPS - 'Real' Yld 0.07% -0.23% 0.05% 428.57%
Implied 5 yr Inflation % 1.68% 1.92% 0.01% 14.29%
2 yr T-note Yld 0.38% 0.52% 0.04% 36.84%
2-10 Yr Slope 2.66% 1.94% 0.07% -27.07%
90 day T-bill Yld 0.07% 0.03% 0.00% -57.14%
Gold ($/oz) $1,204.80 $1,269.30 -$18.00 5.35%
WTI Oil ($/brl) $98.70 $93.43 -$2.41 -5.34%
VIX "Worry Index" 13.72 12.09 0.11 -11.88%





Credit Spreads 12/31/   2013 9/5/2014 Week Change Simple YTD
Inv Grade Credit Idx 3.87% 3.44% 0.05% -11.11%
High Yield Credit Idx 5.95% 5.66% 0.08% -4.87%
Markit CDX No Am Inv Grade 62 56 -1.00 -6.00
Markit CDX No Am HiVol 135 118 0.00 -17.00
High Yield to 10 yr T-Note Spread 291 320 -3.00 29.00