Sunday, March 30, 2014

Market Data & Graphs: Week Ending March 28, 2014


Market Index 12/31/   2013 3/28/2014 Week Change Simple YTD %
Dow Industrials Avg 16,576.66 16,323.06 0.12% -1.53%
S&P 500 1,848.36 1,857.62 -0.48% 0.50%
Fed Funds Rate 0.08% 0.08% 0.00% 0.00%
10 yr T-note Yld 3.04% 2.73% -0.02% -10.20%
5 yr T-note Yld 1.75% 1.74% 0.01% -0.57%
5 yr TIPS - 'Real' Yld 0.07% 0.02% 0.08% 71.43%
Implied 5 yr Inflation % 1.68% 1.72% -0.07% 2.38%
2 yr T-note Yld 0.38% 0.45% 0.00% 18.42%
2-10 Yr Slope 1.64% 2.28% -0.02% 39.02%
90 day T-bill Yld 0.07% 0.04% -0.02% -42.86%
Gold ($/oz) $1,204.80 $1,294.90 -$39.60 7.48%
WTI Oil ($/brl) $98.70 $101.63 $2.08 2.97%
VIX "Worry Index" 13.72 14.41 -0.59 5.03%





Credit Spreads 12/31/   2013 3/28/2014 Week Change Simple YTD %
Inv Grade Credit Idx 3.87% 3.65% -0.04% -5.68%
High Yield Credit Idx 5.95% 5.70% -0.04% -4.20%
Markit CDX No Am Inv Grade 62 71 -1.39% 14.52%
Markit CDX No Am HiVol 135 149 0.68% 10.37%
High Yield to 10 yr T-Note Spread 291 297 -0.67% 2.06%