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%