Sunday, June 22, 2014

Market Data: Week Ending June 20, 2014


Market Index 12/31/   2013 6/20/     2014 Week Change Simple YTD
Dow Industrials Avg 16,576.66 16,947.08 1.01% 2.23%

1,848.36 1,962.87 1.36% 6.20%
Fed Funds Rate 0.08% 0.09% 0.00% 12.50%
10 yr T-note Yld 3.04% 2.63% 0.03% -13.49%
5 yr T-note Yld 1.75% 1.71% 0.01% -2.29%
5 yr TIPS - 'Real' Yld 0.07% -0.43% -0.12% 714.29%
Implied 5 yr Inflation % 1.68% 2.14% 0.13% 27.38%
2 yr T-note Yld 0.38% 0.50% 0.05% 31.58%
2-10 Yr Slope 1.64% 2.13% -0.02% 29.88%
90 day T-bill Yld 0.07% 0.02% -0.02% -71.43%
Gold ($/oz) $1,204.80 $1,314.80 $38.20 9.13%
WTI Oil ($/brl) $98.70 $106.64 -$0.13 8.04%
VIX "Worry Index" 13.72 10.85 -1.33 -20.92%





Credit Spreads 12/31/   2013 6/20/     2014 Week Change Simple YTD
Inv Grade Credit Idx 3.87% 3.52% 0.00% -9.04%
High Yield Credit Idx 5.95% 5.30% -0.07% -10.92%
Markit CDX No Am Inv Grade 62 56 -4.00 -6.00
Markit CDX No Am HiVol 135 117 -7.00 -18.00
High Yield to 10 yr T-Note Spread 291 267 -10.00 -24.00

Saturday, June 14, 2014

Market Data: Week Ending June 13, 2014


Market Index 12/31/   2013 6/13/     2014 Week Change Simple YTD
Dow Industrials Avg 16,576.66 16,775.74 -0.89% 1.20%

1,848.36 1,936.16 -0.69% 4.75%
Fed Funds Rate 0.08% 0.09% 0.00% 12.50%
10 yr T-note Yld 3.04% 2.60% 0.00% -14.47%
5 yr T-note Yld 1.75% 1.70% 0.04% -2.86%
5 yr TIPS - 'Real' Yld 0.07% -0.31% -0.04% 542.86%
Implied 5 yr Inflation % 1.68% 2.01% 0.08% 19.64%
2 yr T-note Yld 0.38% 0.45% 0.04% 18.42%
2-10 Yr Slope 1.64% 2.15% -0.04% 31.10%
90 day T-bill Yld 0.07% 0.04% 0.00% -42.86%
Gold ($/oz) $1,204.80 $1,276.60 $24.20 5.96%
WTI Oil ($/brl) $98.70 $106.77 $3.98 8.18%
VIX "Worry Index" 13.72 12.18 1.45 -11.22%





Credit Spreads 12/31/   2013 6/13/     2014 Week Change Simple YTD
Inv Grade Credit Idx 3.87% 3.52% 0.00% -9.04%
High Yield Credit Idx 5.95% 5.37% -0.07% -9.75%
Markit CDX No Am Inv Grade 62 60 0.00 -2.00
Markit CDX No Am HiVol 135 124 -4.00 -11.00
High Yield to 10 yr T-Note Spread 291 277 -7.00 -14.00

Sunday, June 8, 2014

Market Data: Week Ending June 6, 2014


Market Index 12/31/   2013 6/6/2014 Week Change Simple YTD
Dow Industrials Avg 16,576.66 16,924.28 1.81% 2.10%
S&P 500 1,848.36 1,949.44 1.33% 5.47%
Fed Funds Rate 0.08% 0.09% 0.00% 12.50%
10 yr T-note Yld 3.04% 2.60% 0.12% -14.47%
5 yr T-note Yld 1.75% 1.66% 0.12% -5.14%
5 yr TIPS - 'Real' Yld 0.07% -0.27% 0.19% 485.71%
Implied 5 yr Inflation % 1.68% 1.93% -0.07% 14.88%
2 yr T-note Yld 0.38% 0.41% 0.04% 7.89%
2-10 Yr Slope 1.64% 2.19% 0.08% 33.54%
90 day T-bill Yld 0.07% 0.04% 0.00% -42.86%
Gold ($/oz) $1,204.80 $1,252.40 $1.90 3.95%
WTI Oil ($/brl) $98.70 $102.79 -$0.09 4.14%
VIX "Worry Index" 13.72 10.73 -0.67 -21.79%





Credit Spreads 12/31/   2013 6/6/2014 Week Change Simple YTD
Inv Grade Credit Idx 3.87% 3.52% 0.10% -9.04%
High Yield Credit Idx 5.95% 5.44% 0.00% -8.57%
Markit CDX No Am Inv Grade 62 60 -2.00 -2.00
Markit CDX No Am HiVol 135 128 -4.00 -7.00
High Yield to 10 yr T-Note Spread 291 284 -12.00 -7.00

Sunday, June 1, 2014

Market Data & Graphs: Week Ending May 30, 2014


Market Index 12/31/   2013 5/30/     2014 Week Change Simple YTD
Dow Industrials Avg 16,576.66 16,617.17 0.07% 0.24%
S&P 500 1,848.36 1,923.57 1.20% 4.07%
Fed Funds Rate 0.08% 0.09% 0.00% 12.50%
10 yr T-note Yld 3.04% 2.48% -0.06% -18.42%
5 yr T-note Yld 1.75% 1.54% -0.01% -12.00%
5 yr TIPS - 'Real' Yld 0.07% -0.46% -0.04% 757.14%
Implied 5 yr Inflation % 1.68% 2.00% 0.03% 19.05%
2 yr T-note Yld 0.38% 0.37% 0.00% -2.63%
2-10 Yr Slope 1.64% 2.11% -0.06% 28.66%
90 day T-bill Yld 0.07% 0.04% 0.00% -42.86%
Gold ($/oz) $1,204.80 $1,250.50 -$42.50 3.79%
WTI Oil ($/brl) $98.70 $102.88 -$1.51 4.24%
VIX "Worry Index" 13.72 11.40 0.04 -16.91%





Credit Spreads 12/31/   2013 5/30/     2014 Week Change Simple YTD
Inv Grade Credit Idx 3.87% 3.42% -0.04% -11.63%
High Yield Credit Idx 5.95% 5.44% -0.09% -8.57%
Markit CDX No Am Inv Grade 62 62 -2.00 0.00
Markit CDX No Am HiVol 135 132 -3.00 -3.00
High Yield to 10 yr T-Note Spread 291 296 -3.00 5.00