Friday, January 24, 2014

Market Data: Week Ending January 24, 2014


Market Index 12/31/ 2013 1/24/ 2014 Week Change Simple YTD %
Dow Industrials Avg 16,576.66 15,879.11 -3.65% -4.21%
S&P 500 1,848.36 1,790.29 -2.70% -3.14%
Fed Funds Rate 0.08% 0.07% 0.00% -12.50%
10 yr T-note Yld 3.04% 2.75% -0.09% -9.54%
5 yr T-note Yld 1.75% 1.58% -0.06% -9.71%
5 yr TIPS - 'Real' Yld 0.07% -0.10% -0.02% 242.86%
Implied 5 yr Inflation % 1.68% 1.68% -0.04% 0.00%
2 yr T-note Yld 0.38% 0.37% -0.03% -2.63%
2-10 Yr Slope 1.64% 2.38% -0.06% 45.12%
90 day T-bill Yld 0.07% 0.04% -0.01% -42.86%
Gold ($/oz) $1,204.80 $1,268.80 $15.30 5.31%
WTI Oil ($/brl) $98.70 $96.90 $2.81 -1.82%
VIX "Worry Index" 13.72 18.14 5.70 32.22%





Credit Spreads 12/31/ 2013 1/24/ 2014 Week Change Simple YTD %
Inv Grade Credit Idx 3.87% 3.77% 0.00% -2.58%
High Yield Credit Idx 5.95% 5.95% 0.12% 0.00%
Markit CDX No Am Inv Grade 62 68 4.62% 9.68%
Markit CDX No Am HiVol 135 142 3.65% 5.19%
High Yield to 10 yr T-Note Spread 291 320 7.02% 9.97%

Saturday, January 18, 2014

Market Data: Week Ending January 17, 2014


Market Index 12/31/ 2013 1/17/ 2014 Week Change Simple YTD %
Dow Industrials Avg 16,576.66 16,458.56 0.13% -0.71%
S&P 500 1,848.36 1,838.70 -0.20% -0.52%
Fed Funds Rate 0.08% 0.07% -0.01% -12.50%
10 yr T-note Yld 3.04% 2.84% -0.04% -6.58%
5 yr T-note Yld 1.75% 1.64% 0.10% -6.29%
5 yr TIPS - 'Real' Yld 0.07% -0.08% 0.00% 214.29%
Implied 5 yr Inflation % 1.68% 1.72% 0.10% 2.38%
2 yr T-note Yld 0.38% 0.40% 0.01% 5.26%
2-10 Yr Slope 1.64% 2.44% -0.05% 48.78%
90 day T-bill Yld 0.07% 0.05% 0.00% -28.57%
Gold ($/oz) $1,204.80 $1,253.50 $5.00 4.04%
WTI Oil ($/brl) $98.70 $94.09 $1.20 -4.67%
VIX "Worry Index" 13.72 12.44 0.30 -9.33%
St. Louis Fed Stress Index -0.850 -0.950 -0.046 11.76%
Credit Spreads 12/31/ 2013 1/17/ 2014 Week Change Simple YTD %
Inv Grade Credit Idx 3.87% 3.77% -0.02% -2.58%
High Yield Credit Idx 5.95% 5.83% -0.08% -2.02%
Markit CDX No Am Inv Grade 62 65 0.00% 4.84%
Markit CDX No Am HiVol 135 137 -0.72% 1.48%
High Yield to 10 yr T-Note Spread 291 299 -1.32% 2.75%

Saturday, January 11, 2014

Market Data: Week Ending January 10, 2014


Market Index 12/31/ 2013 1/10/ 2014 Week Change Simple YTD %
Dow Industrials Avg 16,576.66 16,437.05 -0.20% -0.84%
S&P 500 1,848.36 1,842.37 0.60% -0.32%
Fed Funds Rate 0.08% 0.08% 0.00% 0.00%
10 yr T-note Yld 3.04% 2.88% -0.13% -5.26%
5 yr T-note Yld 1.75% 1.54% -0.19% -12.00%
5 yr TIPS - 'Real' Yld 0.07% -0.08% -0.09% 214.29%
Implied 5 yr Inflation % 1.68% 1.62% -0.10% -3.57%
2 yr T-note Yld 0.38% 0.39% -0.02% 2.63%
2-10 Yr Slope 1.64% 2.49% -0.11% 51.83%
90 day T-bill Yld 0.07% 0.05% -0.02% -28.57%
Gold ($/oz) $1,204.80 $1,248.50 $11.30 3.63%
WTI Oil ($/brl) $98.70 $92.89 -$1.36 -5.89%
VIX "Worry Index" 13.72 12.14 -1.62 -11.52%
St. Louis Fed Stress Index -0.850 -0.904 0.023 6.35%
Credit Spreads 12/31/ 2013 1/10/  2014 Week Change Simple YTD %
Inv Grade Credit Idx 3.87% 3.79% -0.05% -2.07%
High Yield Credit Idx 5.95% 5.91% -0.10% -0.67%
Markit CDX No Am Inv Grade 62 65 3.17% 4.84%
Markit CDX No Am HiVol 135 138 2.22% 2.22%
High Yield to 10 yr T-Note Spread 291 303 1.00% 4.12%

Saturday, January 4, 2014

Market Data: Week Ending January 3, 2014


Market Index 12/31/ 2013 1/3/    2014 Week Change Simple YTD %
Dow Industrials Avg 16,576.66 16,469.99 -0.05% -0.64%
S&P 500 1,848.36 1,831.37 -0.55% -0.92%
Fed Funds Rate 0.08% 0.08% 0.00% 0.00%
10 yr T-note Yld 3.04% 3.01% -0.01% -0.99%
5 yr T-note Yld 1.75% 1.73% -0.01% -1.14%
5 yr TIPS - 'Real' Yld 0.07% 0.01% -0.03% 85.71%
Implied 5 yr Inflation % 1.68% 1.72% 0.02% 2.38%
2 yr T-note Yld 0.38% 0.41% 0.01% 7.89%
2-10 Yr Slope 1.64% 2.60% -0.02% 58.54%
90 day T-bill Yld 0.07% 0.07% 0.00% 0.00%
Gold ($/oz) $1,204.80 $1,237.20 $23.50 2.69%
WTI Oil ($/brl) $98.70 $94.25 -$5.93 -4.51%
VIX "Worry Index" 13.72 13.76 1.30 0.29%
St. Louis Fed Stress Index -0.850 -0.927 -0.077 9.06%
Credit Spreads 12/31/ 2013 1/3/   2014 Week Change Simple YTD %
Inv Grade Credit Idx 3.87% 3.84% -0.06% -0.78%
High Yield Credit Idx 5.95% 6.01% 0.03% 1.01%
Markit CDX No Am Inv Grade 62 63 1.61% 1.61%
Markit CDX No Am HiVol 135 135 -0.74% 0.00%
High Yield to 10 yr T-Note Spread 291 300 1.35% 3.09%