Sunday, February 16, 2014

Market Data: Week Ending February 14, 2014


Market Index 12/31/   2013 2/14/   2014 Week Change Simple YTD %
Dow Industrials Avg 16,576.66 16,154.39 2.23% -2.55%
S&P 500 1,848.36 1,838.63 2.26% -0.53%
Fed Funds Rate 0.08% 0.07% 0.00% -12.50%
10 yr T-note Yld 3.04% 2.75% 0.04% -9.54%
5 yr T-note Yld 1.75% 1.53% 0.06% -12.57%
5 yr TIPS - 'Real' Yld 0.07% -0.26% 0.04% 471.43%
Implied 5 yr Inflation % 1.68% 1.79% 0.02% 6.55%
2 yr T-note Yld 0.38% 0.32% 0.02% -15.79%
2-10 Yr Slope 1.64% 2.43% 0.02% 48.17%
90 day T-bill Yld 0.07% 0.02% -0.06% -71.43%
Gold ($/oz) $1,204.80 $1,318.90 $51.90 9.47%
WTI Oil ($/brl) $98.70 $100.40 $0.23 1.72%
VIX "Worry Index" 13.72 13.57 -1.72 -1.09%





Credit Spreads 12/31/   2013 2/14/    2014 Week Change Simple YTD %
Inv Grade Credit Idx 3.87% 3.67% -0.02% -5.17%
High Yield Credit Idx 5.95% 5.86% -0.16% -1.51%
Markit CDX No Am Inv Grade 62 65 -7.14% 4.84%
Markit CDX No Am HiVol 135 134 -9.46% -0.74%
High Yield to 10 yr T-Note Spread 291 311 -6.04% 6.87%