Market Index | 12/31/ 2012 | 12/27/ 2013 | Week Change | Simple YTD % |
Dow Industrials Avg | 13,104.14 | 16,478.41 | 1.56% | 25.75% |
S&P 500 | 1,426.19 | 1,841.40 | 1.25% | 29.11% |
Fed Funds Rate | 0.09% | 0.08% | -0.01% | -11.11% |
10 yr T-note Yld | 1.78% | 3.02% | 0.13% | 69.66% |
5 yr T-note Yld | 0.72% | 1.74% | 0.08% | 141.67% |
5 yr TIPS - 'Real' Yld | -1.37% | 0.04% | 0.16% | 102.92% |
Implied 5 yr Inflation % | 1.72% | 1.70% | -0.08% | -1.16% |
2 yr T-note Yld | 0.25% | 0.40% | 0.03% | 60.00% |
2-10 Yr Slope | 1.64% | 2.62% | 0.10% | 59.76% |
90 day T-bill Yld | 0.05% | 0.07% | 0.00% | 40.00% |
Gold ($/oz) | $1,664.00 | $1,213.70 | $11.10 | -27.06% |
WTI Oil ($/brl) | $91.74 | $100.18 | $1.08 | 9.20% |
VIX "Worry Index" | 18.02 | 12.46 | -1.33 | -30.85% |
St. Louis Fed Stress Index | -0.71 | -0.850 | -0.047 | 19.21% |
Credit Spreads | 12/31/ 2012 | 12/27/ 2013 | Week Change | Simple YTD % |
Inv Grade Credit Idx | 3.36% | 3.90% | 0.04% | 16.07% |
High Yield Credit Idx | 6.76% | 5.98% | -0.04% | -11.54% |
Markit CDX No Am Inv Grade | 96 | 62 | -6.06% | -35.42% |
Markit CDX No Am HiVol | 196 | 136 | -3.55% | -30.61% |
High Yield to 10 yr T-Note Spread | 498 | 296 | -5.43% | -40.56% |
Sunday, December 29, 2013
Market Data & Graphs: Week Ending December 27, 2013
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