Sunday, February 23, 2014

Market Data: Week Ending February 21, 2014


Market Index 12/31/   2013 2/21/     2014 Week Change Simple YTD %
Dow Industrials Avg 16,576.66 16,103.30 -0.32% -2.86%
S&P 500 1,848.36 1,836.25 -0.13% -0.66%
Fed Funds Rate 0.08% 0.07% 0.00% -12.50%
10 yr T-note Yld 3.04% 2.73% -0.02% -10.20%
5 yr T-note Yld 1.75% 1.56% 0.03% -10.86%
5 yr TIPS - 'Real' Yld 0.07% -0.18% -0.04% 357.14%
Implied 5 yr Inflation % 1.68% 1.74% -0.05% 3.57%
2 yr T-note Yld 0.38% 0.33% 0.01% -13.16%
2-10 Yr Slope 1.64% 2.40% -0.03% 46.34%
90 day T-bill Yld 0.07% 0.05% 0.03% -28.57%
Gold ($/oz) $1,204.80 $1,326.00 $7.10 10.06%
WTI Oil ($/brl) $98.70 $102.30 $1.90 3.65%
VIX "Worry Index" 13.72 14.68 1.11 7.00%





Credit Spreads 12/31/   2013 2/21/     2014 Week Change Simple YTD %
Inv Grade Credit Idx 3.87% 3.68% 0.01% -4.91%
High Yield Credit Idx 5.95% 5.77% -0.09% -3.03%
Markit CDX No Am Inv Grade 62 65 0.00% 4.84%
Markit CDX No Am HiVol 135 134 0.00% -0.74%
High Yield to 10 yr T-Note Spread 291 304 -2.25% 4.47%