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

Saturday, May 17, 2014

Market Data: Week Ending May 16, 2014


Market Index 12/31/   2013 5/16/2014 Week Change Simple YTD
Dow Industrials Avg 16,576.66 16,491.31 -0.56% -0.51%
S&P 500 1,848.36 1,877.86 -0.03% 1.60%
Fed Funds Rate 0.08% 0.07% -0.01% -12.50%
10 yr T-note Yld 3.04% 2.52% -0.10% -17.11%
5 yr T-note Yld 1.75% 1.56% -0.07% -10.86%
5 yr TIPS - 'Real' Yld 0.07% -0.43% -0.14% 714.29%
Implied 5 yr Inflation % 1.68% 1.99% 0.07% 18.45%
2 yr T-note Yld 0.38% 0.38% -0.02% 0.00%
2-10 Yr Slope 1.64% 2.14% -0.08% 30.49%
90 day T-bill Yld 0.07% 0.02% -0.01% -71.43%
Gold ($/oz) $1,204.80 $1,292.80 $3.40 7.30%
WTI Oil ($/brl) $98.70 $102.18 $2.11 3.53%
VIX "Worry Index" 13.72 12.44 -0.48 -9.33%





Credit Spreads 12/31/   2013 5/16/2014 Week Change Simple YTD
Inv Grade Credit Idx 3.87% 3.44% -0.06% -11.11%
High Yield Credit Idx 5.95% 5.51% -0.02% -7.39%
Markit CDX No Am Inv Grade 62 65 1.00 3.00
Markit CDX No Am HiVol 135 138 0.00 3.00
High Yield to 10 yr T-Note Spread 291 299 8.00 8.00

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

Saturday, May 3, 2014

Market Data & Graphs: Week Ending May 2, 2014


Market Index 12/31/   2013 5/2/2014 Week Change Simple YTD
Dow Industrials Avg 16,576.66 16,512.89 0.92% -0.38%
S&P 500 1,848.36 1,881.14 0.94% 1.77%
Fed Funds Rate 0.08% 0.08% 0.00% 0.00%
10 yr T-note Yld 3.04% 2.58% -0.10% -15.13%
5 yr T-note Yld 1.75% 1.66% -0.06% -5.14%
5 yr TIPS - 'Real' Yld 0.07% -0.32% -0.08% 557.14%
Implied 5 yr Inflation % 1.68% 1.98% 0.02% 17.86%
2 yr T-note Yld 0.38% 0.42% -0.01% 10.53%
2-10 Yr Slope 1.64% 2.16% -0.09% 31.71%
90 day T-bill Yld 0.07% 0.02% -0.02% -78.57%
Gold ($/oz) $1,204.80 $1,300.70 -$2.90 7.96%
WTI Oil ($/brl) $98.70 $99.92 -$0.77 1.24%
VIX "Worry Index" 13.72 12.91 -1.15 -5.90%





Credit Spreads 12/31/   2013 5/2/2014 Week Change Simple YTD
Inv Grade Credit Idx 3.87% 3.51% -0.04% -9.30%
High Yield Credit Idx 5.95% 5.58% -0.04% -6.22%
Markit CDX No Am Inv Grade 62 64 -2.00 2.00
Markit CDX No Am HiVol 135 140 -2.00 5.00
High Yield to 10 yr T-Note Spread 291 300 6.00 9.00