Saturday, February 1, 2014

Market Data & Graphs: Week Ending January 31, 2014


Market Index 12/31/ 2013 1/31/ 2014 Week Change Simple YTD %
Dow Industrials Avg 16,576.66 15,698.85 -1.15% -5.30%
S&P 500 1,848.36 1,782.59 -0.43% -3.56%
Fed Funds Rate 0.08% 0.07% 0.00% -12.50%
10 yr T-note Yld 3.04% 2.67% -0.08% -12.17%
5 yr T-note Yld 1.75% 1.49% -0.09% -14.86%
5 yr TIPS - 'Real' Yld 0.07% -0.23% -0.13% 428.57%
Implied 5 yr Inflation % 1.68% 1.72% 0.04% 2.38%
2 yr T-note Yld 0.38% 0.34% -0.03% -10.53%
2-10 Yr Slope 1.64% 2.33% -0.05% 42.07%
90 day T-bill Yld 0.07% 0.02% -0.02% -71.43%
Gold ($/oz) $1,204.80 $1,244.40 -$24.40 3.29%
WTI Oil ($/brl) $98.70 $97.46 $0.56 -1.26%
VIX "Worry Index" 13.72 18.41 0.27 34.18%





Credit Spreads 12/31/ 2013 1/31/ 2014 Week Change Simple YTD %
Inv Grade Credit Idx 3.87% 3.74% -0.03% -3.36%
High Yield Credit Idx 5.95% 6.02% 0.07% 1.18%
Markit CDX No Am Inv Grade 62 72 5.88% 16.13%
Markit CDX No Am HiVol 135 148 4.23% 9.63%
High Yield to 10 yr T-Note Spread 291 335 4.69% 15.12%