Sunday, April 27, 2014

Market Data: Week Ending April 25, 2014


Market Index 12/31/   2013 4/25/     2014 Week Change Simple YTD %
Dow Industrials Avg 16,576.66 16,361.46 -0.29% -1.30%
S&P 500 1,848.36 1,863.40 -0.08% 0.81%
Fed Funds Rate 0.08% 0.08% -0.01% 0.00%
10 yr T-note Yld 3.04% 2.68% -0.05% -11.84%
5 yr T-note Yld 1.75% 1.72% -0.03% -1.71%
5 yr TIPS - 'Real' Yld 0.07% -0.24% -0.04% 442.86%
Implied 5 yr Inflation % 1.68% 1.96% 0.01% 16.67%
2 yr T-note Yld 0.38% 0.43% 0.00% 13.16%
2-10 Yr Slope 1.64% 2.25% -0.05% 37.20%
90 day T-bill Yld 0.07% 0.03% 0.00% -57.14%
Gold ($/oz) $1,204.80 $1,303.60 $9.00 8.20%
WTI Oil ($/brl) $98.70 $100.69 -$3.90 2.02%
VIX "Worry Index" 13.72 14.06 0.70 2.48%





Credit Spreads 12/31/   2013 4/25/     2014 Week Change Simple YTD %
Inv Grade Credit Idx 3.87% 3.55% -0.01% -8.27%
High Yield Credit Idx 5.95% 5.62% -0.01% -5.55%
Markit CDX No Am Inv Grade 62 66 -2.94% 6.45%
Markit CDX No Am HiVol 135 142 -2.07% 5.19%
High Yield to 10 yr T-Note Spread 291 294 1.38% 1.03%

Sunday, April 20, 2014

Market Data: Week Ending April 18, 2014


Market Index 12/31/   2013 4/18/2014 Week Change Simple YTD %
Dow Industrials Avg 16,576.66 16,408.54 2.33% -1.01%
S&P 500 1,848.36 1,864.85 2.64% 0.89%
Fed Funds Rate 0.08% 0.09% 0.01% 12.50%
10 yr T-note Yld 3.04% 2.73% 0.10% -10.20%
5 yr T-note Yld 1.75% 1.75% 0.17% 0.00%
5 yr TIPS - 'Real' Yld 0.07% -0.20% -0.14% 385.71%
Implied 5 yr Inflation % 1.68% 1.95% 0.31% 16.07%
2 yr T-note Yld 0.38% 0.43% 0.06% 13.16%
2-10 Yr Slope 1.64% 2.30% 0.04% 40.24%
90 day T-bill Yld 0.07% 0.03% -0.01% -57.14%
Gold ($/oz) $1,204.80 $1,294.60 -$23.80 7.45%
WTI Oil ($/brl) $98.70 $104.59 $1.24 5.97%
VIX "Worry Index" 13.72 13.36 -3.67 -2.62%





Credit Spreads 12/31/   2013 4/18/2014 Week Change Simple YTD %
Inv Grade Credit Idx 3.87% 3.56% 0.04% -8.01%
High Yield Credit Idx 5.95% 5.63% -0.02% -5.38%
Markit CDX No Am Inv Grade 62 68 0.00% 9.68%
Markit CDX No Am HiVol 135 145 -0.68% 7.41%
High Yield to 10 yr T-Note Spread 291 290 -3.97% -0.34%

Friday, April 11, 2014

Market Data: Week Ending April 11, 2014


Market Index 12/31/   2013 4/11/     2014 Week Change Simple YTD %
Dow Industrials Avg 16,576.66 16,026.75 -2.41% -3.32%
S&P 500 1,848.36 1,815.69 -2.72% -1.77%
Fed Funds Rate 0.08% 0.08% 0.00% 0.00%
10 yr T-note Yld 3.04% 2.63% -0.11% -13.49%
5 yr T-note Yld 1.75% 1.58% -0.13% -9.71%
5 yr TIPS - 'Real' Yld 0.07% -0.06% -0.06% 185.71%
Implied 5 yr Inflation % 1.68% 1.64% -0.07% -2.38%
2 yr T-note Yld 0.38% 0.37% -0.06% -2.63%
2-10 Yr Slope 1.64% 2.26% -0.05% 37.80%
90 day T-bill Yld 0.07% 0.04% 0.01% -42.86%
Gold ($/oz) $1,204.80 $1,318.40 $16.10 9.43%
WTI Oil ($/brl) $98.70 $103.35 $2.29 4.71%
VIX "Worry Index" 13.72 17.03 3.07 24.13%





Credit Spreads 12/31/   2013 4/11/     2014 Week Change Simple YTD %
Inv Grade Credit Idx 3.87% 3.52% -0.09% -9.04%
High Yield Credit Idx 5.95% 5.65% 0.02% -5.04%
Markit CDX No Am Inv Grade 62 68 1.49% 9.68%
Markit CDX No Am HiVol 135 146 1.39% 8.15%
High Yield to 10 yr T-Note Spread 291 302 4.50% 3.78%

Monday, April 7, 2014

Market Data: Week Ending April 4, 2014


Market Index 12/31/   2013 4/4/2014 Week Change Simple YTD %
Dow Industrials Avg 16,576.66 16,412.71 0.55% -0.99%
S&P 500 1,848.36 1,865.09 0.40% 0.91%
Fed Funds Rate 0.08% 0.08% 0.00% 0.00%
10 yr T-note Yld 3.04% 2.74% 0.01% -9.87%
5 yr T-note Yld 1.75% 1.71% -0.03% -2.29%
5 yr TIPS - 'Real' Yld 0.07% 0.00% -0.02% 100.00%
Implied 5 yr Inflation % 1.68% 1.71% -0.01% 1.79%
2 yr T-note Yld 0.38% 0.43% -0.02% 13.16%
2-10 Yr Slope 1.64% 2.31% 0.03% 40.85%
90 day T-bill Yld 0.07% 0.03% -0.01% -57.14%
Gold ($/oz) $1,204.80 $1,302.30 $7.40 8.09%
WTI Oil ($/brl) $98.70 $101.06 -$0.57 2.39%
VIX "Worry Index" 13.72 13.96 -0.45 1.75%





Credit Spreads 12/31/   2013 4/4/2014 Week Change Simple YTD %
Inv Grade Credit Idx 3.87% 3.61% -0.04% -6.72%
High Yield Credit Idx 5.95% 5.63% -0.07% -5.38%
Markit CDX No Am Inv Grade 62 67 -5.63% 8.06%
Markit CDX No Am HiVol 135 144 -3.36% 6.67%
High Yield to 10 yr T-Note Spread 291 289 -2.69% -0.69%