Saturday, May 3, 2014

Market Data & Graphs: Week Ending May 2, 2014


Market Index 12/31/   2013 5/2/2014 Week Change Simple YTD
Dow Industrials Avg 16,576.66 16,512.89 0.92% -0.38%
S&P 500 1,848.36 1,881.14 0.94% 1.77%
Fed Funds Rate 0.08% 0.08% 0.00% 0.00%
10 yr T-note Yld 3.04% 2.58% -0.10% -15.13%
5 yr T-note Yld 1.75% 1.66% -0.06% -5.14%
5 yr TIPS - 'Real' Yld 0.07% -0.32% -0.08% 557.14%
Implied 5 yr Inflation % 1.68% 1.98% 0.02% 17.86%
2 yr T-note Yld 0.38% 0.42% -0.01% 10.53%
2-10 Yr Slope 1.64% 2.16% -0.09% 31.71%
90 day T-bill Yld 0.07% 0.02% -0.02% -78.57%
Gold ($/oz) $1,204.80 $1,300.70 -$2.90 7.96%
WTI Oil ($/brl) $98.70 $99.92 -$0.77 1.24%
VIX "Worry Index" 13.72 12.91 -1.15 -5.90%





Credit Spreads 12/31/   2013 5/2/2014 Week Change Simple YTD
Inv Grade Credit Idx 3.87% 3.51% -0.04% -9.30%
High Yield Credit Idx 5.95% 5.58% -0.04% -6.22%
Markit CDX No Am Inv Grade 62 64 -2.00 2.00
Markit CDX No Am HiVol 135 140 -2.00 5.00
High Yield to 10 yr T-Note Spread 291 300 6.00 9.00