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%