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%