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%











Sunday, March 23, 2014

Market Data: Week Ending March 21, 2014


Market Index 12/31/   2013 3/21/2014 Week Change Simple YTD %
Dow Industrials Avg 16,576.66 16,302.77 1.45% -1.65%
S&P 500 1,848.36 1,866.52 1.36% 0.98%
Fed Funds Rate 0.08% 0.08% 0.00% 0.00%
10 yr T-note Yld 3.04% 2.75% 0.10% -9.54%
5 yr T-note Yld 1.75% 1.73% 0.18% -1.14%
5 yr TIPS - 'Real' Yld 0.07% -0.06% 0.13% 185.71%
Implied 5 yr Inflation % 1.68% 1.79% 0.05% 6.55%
2 yr T-note Yld 0.38% 0.45% 0.09% 18.42%
2-10 Yr Slope 1.64% 2.30% 0.01% 40.24%
90 day T-bill Yld 0.07% 0.06% 0.01% -14.29%
Gold ($/oz) $1,204.80 $1,334.50 -$48.00 10.77%
WTI Oil ($/brl) $98.70 $99.55 $0.54 0.86%
VIX "Worry Index" 13.72 15.00 -2.82 9.33%





Credit Spreads 12/31/   2013 3/21/2014 Week Change Simple YTD %
Inv Grade Credit Idx 3.87% 3.69% 0.03% -4.65%
High Yield Credit Idx 5.95% 5.74% -0.06% -3.53%
Markit CDX No Am Inv Grade 62 72 7.46% 16.13%
Markit CDX No Am HiVol 135 148 10.45% 9.63%
High Yield to 10 yr T-Note Spread 291 299 -5.08% 2.75%

Monday, March 17, 2014

Market Data: Week Ending March 14, 2014


Market Index 12/31/   2013 3/14/2014 Week Change Simple YTD %
Dow Industrials Avg 16,576.66 16,065.67 -2.41% -3.08%
S&P 500 1,848.36 1,841.13 -2.00% -0.39%
Fed Funds Rate 0.08% 0.08% 0.00% 0.00%
10 yr T-note Yld 3.04% 2.65% -0.15% -12.83%
5 yr T-note Yld 1.75% 1.55% -0.10% -11.43%
5 yr TIPS - 'Real' Yld 0.07% -0.19% -0.01% 371.43%
Implied 5 yr Inflation % 1.68% 1.74% -0.09% 3.57%
2 yr T-note Yld 0.38% 0.36% -0.02% -5.26%
2-10 Yr Slope 1.64% 2.29% -0.13% 39.63%
90 day T-bill Yld 0.07% 0.05% -0.01% -28.57%
Gold ($/oz) $1,204.80 $1,382.50 $42.60 14.75%
WTI Oil ($/brl) $98.70 $99.01 -$3.65 0.31%
VIX "Worry Index" 13.72 17.82 3.71 29.88%





Credit Spreads 12/31/   2013 3/14/2014 Week Change Simple YTD %
Inv Grade Credit Idx 3.87% 3.66% -0.04% -5.43%
High Yield Credit Idx 5.95% 5.80% 0.09% -2.52%
Markit CDX No Am Inv Grade 62 67 6.35% 8.06%
Markit CDX No Am HiVol 135 134 7.20% -0.74%
High Yield to 10 yr T-Note Spread 291 315 8.25% 8.25%

Saturday, March 8, 2014

Market Data: Week Ending March 7, 2014


Market Index 12/31/   2013 3/7/2014 Week Change Simple YTD %
Dow Industrials Avg 16,576.66 16,452.72 0.80% -0.75%
S&P 500 1,848.36 1,878.04 0.99% 1.61%
Fed Funds Rate 0.08% 0.08% 0.01% 0.00%
10 yr T-note Yld 3.04% 2.80% 0.14% -7.89%
5 yr T-note Yld 1.75% 1.65% 0.14% -5.71%
5 yr TIPS - 'Real' Yld 0.07% -0.18% 0.10% 357.14%
Implied 5 yr Inflation % 1.68% 1.83% 0.04% 8.93%
2 yr T-note Yld 0.38% 0.38% 0.05% 0.00%
2-10 Yr Slope 1.64% 2.42% 0.09% 47.56%
90 day T-bill Yld 0.07% 0.06% 0.01% -14.29%
Gold ($/oz) $1,204.80 $1,339.90 $11.30 11.21%
WTI Oil ($/brl) $98.70 $102.66 -$0.10 4.01%
VIX "Worry Index" 13.72 14.11 0.11 2.84%





Credit Spreads 12/31/   2013 3/7/2014 Week Change Simple YTD %
Inv Grade Credit Idx 3.87% 3.70% 0.10% -4.39%
High Yield Credit Idx 5.95% 5.71% 0.11% -4.03%
Markit CDX No Am Inv Grade 62 63 -1.56% 1.61%
Markit CDX No Am HiVol 135 125 -2.34% -7.41%
High Yield to 10 yr T-Note Spread 291 291 -1.02% 0.00%