Saturday, February 8, 2014

Market Data: Week Ending February 7, 2014


Market Index 12/31/ 2013 2/7/   2014 Week Change Simple YTD %
Dow Industrials Avg 16,576.66 15,794.08 0.60% -4.72%
S&P 500 1,848.36 1,797.02 0.80% -2.78%
Fed Funds Rate 0.08% 0.07% 0.00% -12.50%
10 yr T-note Yld 3.04% 2.71% 0.04% -10.86%
5 yr T-note Yld 1.75% 1.47% -0.02% -16.00%
5 yr TIPS - 'Real' Yld 0.07% -0.30% -0.07% 528.57%
Implied 5 yr Inflation % 1.68% 1.77% 0.05% 5.36%
2 yr T-note Yld 0.38% 0.30% -0.04% -21.05%
2-10 Yr Slope 1.64% 2.41% 0.08% 46.95%
90 day T-bill Yld 0.07% 0.08% 0.06% 14.29%
Gold ($/oz) $1,204.80 $1,267.00 $22.60 5.16%
WTI Oil ($/brl) $98.70 $100.17 $2.71 1.49%
VIX "Worry Index" 13.72 15.29 -3.12 11.44%





Credit Spreads 12/31/ 2013 2/7/    2014 Week Change Simple YTD %
Inv Grade Credit Idx 3.87% 3.69% -0.05% -4.65%
High Yield Credit Idx 5.95% 6.02% 0.00% 1.18%
Markit CDX No Am Inv Grade 62 70 -2.78% 12.90%
Markit CDX No Am HiVol 135 148 0.00% 9.63%
High Yield to 10 yr T-Note Spread 291 331 -1.19% 13.75%