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%