Sunday, November 3, 2013

Market Data & Graphs: Week Ending November 1, 2013


Market Index 12/31/ 2012 11/1/ 2013 Week Change Simple YTD %
Dow Industrials Avg 13,104.14 15,615.55 0.29% 19.17%
S&P 500 1,426.19 1,761.64 0.11% 23.52%
Fed Funds Rate 0.09% 0.08% 0.00% -11.11%
10 yr T-note Yld 1.78% 2.65% 0.12% 48.88%
5 yr T-note Yld 0.72% 1.37% 0.07% 90.28%
5 yr TIPS - 'Real' Yld -1.37% -0.46% 0.00% 66.42%
Implied 5 yr Inflation % 1.72% 1.83% 0.07% 6.40%
2 yr T-note Yld 0.25% 0.33% 0.01% 32.00%
2-10 Yr Slope 1.64% 2.32% 0.11% 41.46%
90 day T-bill Yld 0.05% 0.04% 0.00% -20.00%
Gold ($/oz) $1,664.00 $1,315.30 -$37.20 -20.96%
WTI Oil ($/brl) $91.74 $94.60 -$3.30 3.12%
VIX "Worry Index" 18.02 13.28 0.19 -26.30%





Credit Spreads 12/31/ 2012 11/1/ 2013 Week Change Simple YTD %
Inv Grade Credit Idx 3.36% 3.79% 0.04% 12.80%
High Yield Credit Idx 6.76% 5.95% 0.03% -11.98%
Markit CDX No Am Inv Grade 96 73 1.39% -23.96%
Markit CDX No Am HiVol 196 164 0.61% -16.33%
High Yield to 10 yr T-Note Spread 498 330 -2.65% -33.73%