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%