Friday, February 28, 2014

Market Data & Graphs: Week Ending February 28, 2014


Market Index 12/31/   2013 2/28/     2014 Week Change Simple YTD %
Dow Industrials Avg 16,576.66 16,321.71 1.34% -1.54%
S&P 500 1,848.36 1,859.45 1.25% 0.60%
Fed Funds Rate 0.08% 0.07% 0.00% -12.50%
10 yr T-note Yld 3.04% 2.66% -0.07% -12.50%
5 yr T-note Yld 1.75% 1.51% -0.05% -13.71%
5 yr TIPS - 'Real' Yld 0.07% -0.28% -0.10% 500.00%
Implied 5 yr Inflation % 1.68% 1.79% 0.05% 6.55%
2 yr T-note Yld 0.38% 0.33% 0.00% -13.16%
2-10 Yr Slope 1.64% 2.33% -0.07% 42.07%
90 day T-bill Yld 0.07% 0.05% 0.00% -28.57%
Gold ($/oz) $1,204.80 $1,328.60 $2.60 10.28%
WTI Oil ($/brl) $98.70 $102.76 $0.46 4.11%
VIX "Worry Index" 13.72 14.00 -0.68 2.04%





Credit Spreads 12/31/   2013 2/28/     2014 Week Change Simple YTD %
Inv Grade Credit Idx 3.87% 3.60% -0.08% -6.98%
High Yield Credit Idx 5.95% 5.60% -0.17% -5.88%
Markit CDX No Am Inv Grade 62 64 -1.54% 3.23%
Markit CDX No Am HiVol 135 128 -4.48% -5.19%
High Yield to 10 yr T-Note Spread 291 294 -3.29% 1.03%