Sunday, June 8, 2014

Market Data: Week Ending June 6, 2014


Market Index 12/31/   2013 6/6/2014 Week Change Simple YTD
Dow Industrials Avg 16,576.66 16,924.28 1.81% 2.10%
S&P 500 1,848.36 1,949.44 1.33% 5.47%
Fed Funds Rate 0.08% 0.09% 0.00% 12.50%
10 yr T-note Yld 3.04% 2.60% 0.12% -14.47%
5 yr T-note Yld 1.75% 1.66% 0.12% -5.14%
5 yr TIPS - 'Real' Yld 0.07% -0.27% 0.19% 485.71%
Implied 5 yr Inflation % 1.68% 1.93% -0.07% 14.88%
2 yr T-note Yld 0.38% 0.41% 0.04% 7.89%
2-10 Yr Slope 1.64% 2.19% 0.08% 33.54%
90 day T-bill Yld 0.07% 0.04% 0.00% -42.86%
Gold ($/oz) $1,204.80 $1,252.40 $1.90 3.95%
WTI Oil ($/brl) $98.70 $102.79 -$0.09 4.14%
VIX "Worry Index" 13.72 10.73 -0.67 -21.79%





Credit Spreads 12/31/   2013 6/6/2014 Week Change Simple YTD
Inv Grade Credit Idx 3.87% 3.52% 0.10% -9.04%
High Yield Credit Idx 5.95% 5.44% 0.00% -8.57%
Markit CDX No Am Inv Grade 62 60 -2.00 -2.00
Markit CDX No Am HiVol 135 128 -4.00 -7.00
High Yield to 10 yr T-Note Spread 291 284 -12.00 -7.00