Sunday, June 1, 2014

Market Data & Graphs: Week Ending May 30, 2014


Market Index 12/31/   2013 5/30/     2014 Week Change Simple YTD
Dow Industrials Avg 16,576.66 16,617.17 0.07% 0.24%
S&P 500 1,848.36 1,923.57 1.20% 4.07%
Fed Funds Rate 0.08% 0.09% 0.00% 12.50%
10 yr T-note Yld 3.04% 2.48% -0.06% -18.42%
5 yr T-note Yld 1.75% 1.54% -0.01% -12.00%
5 yr TIPS - 'Real' Yld 0.07% -0.46% -0.04% 757.14%
Implied 5 yr Inflation % 1.68% 2.00% 0.03% 19.05%
2 yr T-note Yld 0.38% 0.37% 0.00% -2.63%
2-10 Yr Slope 1.64% 2.11% -0.06% 28.66%
90 day T-bill Yld 0.07% 0.04% 0.00% -42.86%
Gold ($/oz) $1,204.80 $1,250.50 -$42.50 3.79%
WTI Oil ($/brl) $98.70 $102.88 -$1.51 4.24%
VIX "Worry Index" 13.72 11.40 0.04 -16.91%





Credit Spreads 12/31/   2013 5/30/     2014 Week Change Simple YTD
Inv Grade Credit Idx 3.87% 3.42% -0.04% -11.63%
High Yield Credit Idx 5.95% 5.44% -0.09% -8.57%
Markit CDX No Am Inv Grade 62 62 -2.00 0.00
Markit CDX No Am HiVol 135 132 -3.00 -3.00
High Yield to 10 yr T-Note Spread 291 296 -3.00 5.00