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%