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%