Sunday, November 23, 2014

Market Data: Week Ending November 21, 2014


Market Index 12/31/   2013 11/21/   2014 Week Change Simple YTD
Dow Industrials Avg 16,576.66 17,810.06 0.98% 7.44%
S&P 500 Index 1,848.36 2,063.50 1.15% 11.64%
Fed Funds Rate 0.08% 0.09% 0.01% 12.50%
10 yr T-note Yld 3.04% 2.31% -0.01% -24.01%
5 yr T-note Yld 1.75% 1.63% 0.01% -6.86%
5 yr TIPS - 'Real' Yld 0.07% -0.04% 0.02% 157.14%
Implied 5 yr Inflation % 1.68% 1.67% -0.01% -0.60%
2 yr T-note Yld 0.38% 0.53% -0.01% 39.47%
2-10 Yr Slope 2.66% 1.78% 0.00% -33.08%
90 day T-bill Yld 0.07% 0.01% -0.01% -85.71%
Gold ($/oz) $1,204.80 $1,201.50 $13.60 -0.27%
WTI Oil ($/brl) $98.70 $76.72 $0.79 -22.27%
VIX "Worry Index" 13.72 12.90 -0.41 -5.98%





Credit Spreads 12/31/   2013 11/21/   2014 Week Change Simple YTD
Inv Grade Credit Idx 3.87% 3.61% -0.01% -6.72%
High Yield Credit Idx 5.95% 6.10% 0.11% 2.52%
Markit CDX No Am Inv Grade 62 66 1.00 4.00
Markit CDX No Am HiVol 135 172 1.00 37.00
High Yield to 10 yr T-Note Spread 291 379 12.00 88.00

Saturday, November 15, 2014

Market Data: Week Ending November 14, 2014


Market Index 12/31/   2013 11/14/   2014 Week Change Simple YTD
Dow Industrials Avg 16,576.66 17,634.74 0.34% 6.38%
S&P 500 Index 1,848.36 2,039.82 0.39% 10.36%
Fed Funds Rate 0.08% 0.08% 0.02% 0.00%
10 yr T-note Yld 3.04% 2.32% 0.00% -23.68%
5 yr T-note Yld 1.75% 1.62% 0.02% -7.43%
5 yr TIPS - 'Real' Yld 0.07% -0.06% 0.00% 185.71%
Implied 5 yr Inflation % 1.68% 1.68% 0.02% 0.00%
2 yr T-note Yld 0.38% 0.54% 0.03% 42.11%
2-10 Yr Slope 2.66% 1.78% -0.03% -33.08%
90 day T-bill Yld 0.07% 0.02% -0.01% -71.43%
Gold ($/oz) $1,204.80 $1,187.90 $9.20 -1.40%
WTI Oil ($/brl) $98.70 $75.93 -$2.50 -23.07%
VIX "Worry Index" 13.72 13.31 0.19 -2.99%





Credit Spreads 12/31/   2013 11/14/   2014 Week Change Simple YTD
Inv Grade Credit Idx 3.87% 3.62% 0.05% -6.46%
High Yield Credit Idx 5.95% 5.99% 0.07% 0.67%
Markit CDX No Am Inv Grade 62 65 0.00 3.00
Markit CDX No Am HiVol 135 171 5.00 36.00
High Yield to 10 yr T-Note Spread 291 367 7.00 76.00

Friday, November 7, 2014

Market Data: Week Ending November 7, 2014


Market Index 12/31/   2013 11/7/     2014 Week Change Simple YTD
Dow Industrials Avg 16,576.66 17,573.93 1.04% 6.02%
S&P 500 Index 1,848.36 2,031.92 0.68% 9.93%
Fed Funds Rate 0.08% 0.06% 0.01% -25.00%
10 yr T-note Yld 3.04% 2.32% -0.03% -23.68%
5 yr T-note Yld 1.75% 1.60% -0.02% -8.57%
5 yr TIPS - 'Real' Yld 0.07% -0.06% 0.00% 185.71%
Implied 5 yr Inflation % 1.68% 1.66% -0.02% -1.19%
2 yr T-note Yld 0.38% 0.51% 0.01% 34.21%
2-10 Yr Slope 2.66% 1.81% -0.04% -31.95%
90 day T-bill Yld 0.07% 0.03% 0.02% -57.14%
Gold ($/oz) $1,204.80 $1,178.70 $5.20 -2.17%
WTI Oil ($/brl) $98.70 $78.43 -$2.27 -20.54%
VIX "Worry Index" 13.72 13.12 -0.91 -4.37%





Credit Spreads 12/31/   2013 11/7/     2014 Week Change Simple YTD
Inv Grade Credit Idx 3.87% 3.57% 0.05% -7.75%
High Yield Credit Idx 5.95% 5.92% 0.10% -0.50%
Markit CDX No Am Inv Grade 62 65 -1.00 3.00
Markit CDX No Am HiVol 135 166 6.00 31.00
High Yield to 10 yr T-Note Spread 291 360 13.00 69.00

Sunday, November 2, 2014

Market Data & Graphs: Week Ending October 31, 2014


Market Index 12/31/   2013 10/31/   2014 Week Change Simple YTD
Dow Industrials Avg 16,576.66 17,390.52 3.36% 4.91%
S&P 500 Index 1,848.36 2,018.05 2.65% 9.18%
Fed Funds Rate 0.08% 0.05% -0.03% -37.50%
10 yr T-note Yld 3.04% 2.35% 0.06% -22.70%
5 yr T-note Yld 1.75% 1.62% 0.10% -7.43%
5 yr TIPS - 'Real' Yld 0.07% -0.06% 0.04% 185.71%
Implied 5 yr Inflation % 1.68% 1.68% 0.06% 0.00%
2 yr T-note Yld 0.38% 0.50% 0.09% 31.58%
2-10 Yr Slope 2.66% 1.85% -0.03% -30.45%
90 day T-bill Yld 0.07% 0.01% 0.00% -85.71%
Gold ($/oz) $1,204.80 $1,173.50 -$57.70 -2.60%
WTI Oil ($/brl) $98.70 $80.70 -$0.60 -18.24%
VIX "Worry Index" 13.72 14.03 -2.08 2.26%





Credit Spreads 12/31/   2013 10/31/   2014 Week Change Simple YTD
Inv Grade Credit Idx 3.87% 3.52% 0.06% -9.04%
High Yield Credit Idx 5.95% 5.82% -0.01% -2.18%
Markit CDX No Am Inv Grade 62 66 0.00 4.00
Markit CDX No Am HiVol 135 160 2.00 25.00
High Yield to 10 yr T-Note Spread 291 347 -7.00 56.00