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%