Saturday, June 14, 2014

Market Data: Week Ending June 13, 2014


Market Index 12/31/   2013 6/13/     2014 Week Change Simple YTD
Dow Industrials Avg 16,576.66 16,775.74 -0.89% 1.20%

1,848.36 1,936.16 -0.69% 4.75%
Fed Funds Rate 0.08% 0.09% 0.00% 12.50%
10 yr T-note Yld 3.04% 2.60% 0.00% -14.47%
5 yr T-note Yld 1.75% 1.70% 0.04% -2.86%
5 yr TIPS - 'Real' Yld 0.07% -0.31% -0.04% 542.86%
Implied 5 yr Inflation % 1.68% 2.01% 0.08% 19.64%
2 yr T-note Yld 0.38% 0.45% 0.04% 18.42%
2-10 Yr Slope 1.64% 2.15% -0.04% 31.10%
90 day T-bill Yld 0.07% 0.04% 0.00% -42.86%
Gold ($/oz) $1,204.80 $1,276.60 $24.20 5.96%
WTI Oil ($/brl) $98.70 $106.77 $3.98 8.18%
VIX "Worry Index" 13.72 12.18 1.45 -11.22%





Credit Spreads 12/31/   2013 6/13/     2014 Week Change Simple YTD
Inv Grade Credit Idx 3.87% 3.52% 0.00% -9.04%
High Yield Credit Idx 5.95% 5.37% -0.07% -9.75%
Markit CDX No Am Inv Grade 62 60 0.00 -2.00
Markit CDX No Am HiVol 135 124 -4.00 -11.00
High Yield to 10 yr T-Note Spread 291 277 -7.00 -14.00