Sunday, May 25, 2014

Market Data: Week Ending May 23, 2014


Market Index 12/31/   2013 5/23/2014 Week Change Simple YTD
Dow Industrials Avg 16,576.66 16,606.27 0.69% 0.18%
S&P 500 1,848.36 1,900.53 1.19% 2.82%
Fed Funds Rate 0.08% 0.09% 0.02% 12.50%
10 yr T-note Yld 3.04% 2.54% 0.02% -16.45%
5 yr T-note Yld 1.75% 1.55% -0.01% -11.43%
5 yr TIPS - 'Real' Yld 0.07% -0.42% 0.01% 700.00%
Implied 5 yr Inflation % 1.68% 1.97% -0.02% 17.26%
2 yr T-note Yld 0.38% 0.37% -0.01% -2.63%
2-10 Yr Slope 1.64% 2.17% 0.03% 32.32%
90 day T-bill Yld 0.07% 0.04% 0.02% -42.86%
Gold ($/oz) $1,204.80 $1,293.00 $0.20 7.32%
WTI Oil ($/brl) $98.70 $104.39 $2.21 5.76%
VIX "Worry Index" 13.72 11.36 -1.08 -17.20%





Credit Spreads 12/31/   2013 5/23/2014 Week Change Simple YTD
Inv Grade Credit Idx 3.87% 3.46% 0.02% -10.59%
High Yield Credit Idx 5.95% 5.53% 0.02% -7.06%
Markit CDX No Am Inv Grade 62 64 -1.00 2.00
Markit CDX No Am HiVol 135 135 -3.00 0.00
High Yield to 10 yr T-Note Spread 291 299 0.00 8.00