Sunday, March 23, 2014

Market Data: Week Ending March 21, 2014


Market Index 12/31/   2013 3/21/2014 Week Change Simple YTD %
Dow Industrials Avg 16,576.66 16,302.77 1.45% -1.65%
S&P 500 1,848.36 1,866.52 1.36% 0.98%
Fed Funds Rate 0.08% 0.08% 0.00% 0.00%
10 yr T-note Yld 3.04% 2.75% 0.10% -9.54%
5 yr T-note Yld 1.75% 1.73% 0.18% -1.14%
5 yr TIPS - 'Real' Yld 0.07% -0.06% 0.13% 185.71%
Implied 5 yr Inflation % 1.68% 1.79% 0.05% 6.55%
2 yr T-note Yld 0.38% 0.45% 0.09% 18.42%
2-10 Yr Slope 1.64% 2.30% 0.01% 40.24%
90 day T-bill Yld 0.07% 0.06% 0.01% -14.29%
Gold ($/oz) $1,204.80 $1,334.50 -$48.00 10.77%
WTI Oil ($/brl) $98.70 $99.55 $0.54 0.86%
VIX "Worry Index" 13.72 15.00 -2.82 9.33%





Credit Spreads 12/31/   2013 3/21/2014 Week Change Simple YTD %
Inv Grade Credit Idx 3.87% 3.69% 0.03% -4.65%
High Yield Credit Idx 5.95% 5.74% -0.06% -3.53%
Markit CDX No Am Inv Grade 62 72 7.46% 16.13%
Markit CDX No Am HiVol 135 148 10.45% 9.63%
High Yield to 10 yr T-Note Spread 291 299 -5.08% 2.75%