Monday, March 17, 2014

Market Data: Week Ending March 14, 2014


Market Index 12/31/   2013 3/14/2014 Week Change Simple YTD %
Dow Industrials Avg 16,576.66 16,065.67 -2.41% -3.08%
S&P 500 1,848.36 1,841.13 -2.00% -0.39%
Fed Funds Rate 0.08% 0.08% 0.00% 0.00%
10 yr T-note Yld 3.04% 2.65% -0.15% -12.83%
5 yr T-note Yld 1.75% 1.55% -0.10% -11.43%
5 yr TIPS - 'Real' Yld 0.07% -0.19% -0.01% 371.43%
Implied 5 yr Inflation % 1.68% 1.74% -0.09% 3.57%
2 yr T-note Yld 0.38% 0.36% -0.02% -5.26%
2-10 Yr Slope 1.64% 2.29% -0.13% 39.63%
90 day T-bill Yld 0.07% 0.05% -0.01% -28.57%
Gold ($/oz) $1,204.80 $1,382.50 $42.60 14.75%
WTI Oil ($/brl) $98.70 $99.01 -$3.65 0.31%
VIX "Worry Index" 13.72 17.82 3.71 29.88%





Credit Spreads 12/31/   2013 3/14/2014 Week Change Simple YTD %
Inv Grade Credit Idx 3.87% 3.66% -0.04% -5.43%
High Yield Credit Idx 5.95% 5.80% 0.09% -2.52%
Markit CDX No Am Inv Grade 62 67 6.35% 8.06%
Markit CDX No Am HiVol 135 134 7.20% -0.74%
High Yield to 10 yr T-Note Spread 291 315 8.25% 8.25%