Saturday, March 8, 2014

Market Data: Week Ending March 7, 2014


Market Index 12/31/   2013 3/7/2014 Week Change Simple YTD %
Dow Industrials Avg 16,576.66 16,452.72 0.80% -0.75%
S&P 500 1,848.36 1,878.04 0.99% 1.61%
Fed Funds Rate 0.08% 0.08% 0.01% 0.00%
10 yr T-note Yld 3.04% 2.80% 0.14% -7.89%
5 yr T-note Yld 1.75% 1.65% 0.14% -5.71%
5 yr TIPS - 'Real' Yld 0.07% -0.18% 0.10% 357.14%
Implied 5 yr Inflation % 1.68% 1.83% 0.04% 8.93%
2 yr T-note Yld 0.38% 0.38% 0.05% 0.00%
2-10 Yr Slope 1.64% 2.42% 0.09% 47.56%
90 day T-bill Yld 0.07% 0.06% 0.01% -14.29%
Gold ($/oz) $1,204.80 $1,339.90 $11.30 11.21%
WTI Oil ($/brl) $98.70 $102.66 -$0.10 4.01%
VIX "Worry Index" 13.72 14.11 0.11 2.84%





Credit Spreads 12/31/   2013 3/7/2014 Week Change Simple YTD %
Inv Grade Credit Idx 3.87% 3.70% 0.10% -4.39%
High Yield Credit Idx 5.95% 5.71% 0.11% -4.03%
Markit CDX No Am Inv Grade 62 63 -1.56% 1.61%
Markit CDX No Am HiVol 135 125 -2.34% -7.41%
High Yield to 10 yr T-Note Spread 291 291 -1.02% 0.00%