Saturday, May 10, 2014

Market Data: Week Ending May 9, 2014

Market Index 12/31/   2013 5/9/2014 Week Change Simple YTD
Dow Industrials Avg 16,576.66 16,583.34 0.42% 0.04%
S&P 500 1,848.36 1,878.48 -0.14% 1.63%
Fed Funds Rate 0.08% 0.08% 0.00% 0.00%
10 yr T-note Yld 3.04% 2.62% 0.04% -13.82%
5 yr T-note Yld 1.75% 1.63% -0.03% -6.86%
5 yr TIPS - 'Real' Yld 0.07% -0.29% 0.03% 514.29%
Implied 5 yr Inflation % 1.68% 1.92% -0.06% 14.29%
2 yr T-note Yld 0.38% 0.40% -0.02% 5.26%
2-10 Yr Slope 1.64% 2.22% 0.06% 35.37%
90 day T-bill Yld 0.07% 0.03% 0.02% -57.14%
Gold ($/oz) $1,204.80 $1,289.40 -$11.30 7.02%
WTI Oil ($/brl) $98.70 $100.07 $0.15 1.39%
VIX "Worry Index" 13.72 12.92 0.01 -5.83%





Credit Spreads 12/31/   2013 5/9/2014 Week Change Simple YTD
Inv Grade Credit Idx 3.87% 3.50% -0.01% -9.56%
High Yield Credit Idx 5.95% 5.53% -0.05% -7.06%
Markit CDX No Am Inv Grade 62 64 0.00 2.00
Markit CDX No Am HiVol 135 138 -2.00 3.00
High Yield to 10 yr T-Note Spread 291 291 -9.00 0.00