Saturday, May 17, 2014

Market Data: Week Ending May 16, 2014


Market Index 12/31/   2013 5/16/2014 Week Change Simple YTD
Dow Industrials Avg 16,576.66 16,491.31 -0.56% -0.51%
S&P 500 1,848.36 1,877.86 -0.03% 1.60%
Fed Funds Rate 0.08% 0.07% -0.01% -12.50%
10 yr T-note Yld 3.04% 2.52% -0.10% -17.11%
5 yr T-note Yld 1.75% 1.56% -0.07% -10.86%
5 yr TIPS - 'Real' Yld 0.07% -0.43% -0.14% 714.29%
Implied 5 yr Inflation % 1.68% 1.99% 0.07% 18.45%
2 yr T-note Yld 0.38% 0.38% -0.02% 0.00%
2-10 Yr Slope 1.64% 2.14% -0.08% 30.49%
90 day T-bill Yld 0.07% 0.02% -0.01% -71.43%
Gold ($/oz) $1,204.80 $1,292.80 $3.40 7.30%
WTI Oil ($/brl) $98.70 $102.18 $2.11 3.53%
VIX "Worry Index" 13.72 12.44 -0.48 -9.33%





Credit Spreads 12/31/   2013 5/16/2014 Week Change Simple YTD
Inv Grade Credit Idx 3.87% 3.44% -0.06% -11.11%
High Yield Credit Idx 5.95% 5.51% -0.02% -7.39%
Markit CDX No Am Inv Grade 62 65 1.00 3.00
Markit CDX No Am HiVol 135 138 0.00 3.00
High Yield to 10 yr T-Note Spread 291 299 8.00 8.00