Sunday, November 17, 2013

Market Data: Week Ending November 15, 2013


Market Index 12/31/ 2012 11/15/ 2013 Week Change Simple YTD %
Dow Industrials Avg 13,104.14 15,961.70 1.25% 21.81%
S&P 500 1,426.19 1,798.18 1.53% 26.08%
Fed Funds Rate 0.09% 0.09% 0.00% 0.00%
10 yr T-note Yld 1.78% 2.71% -0.06% 52.25%
5 yr T-note Yld 0.72% 1.36% -0.06% 88.89%
5 yr TIPS - 'Real' Yld -1.37% -0.46% 0.00% 66.42%
Implied 5 yr Inflation % 1.72% 1.82% -0.06% 5.81%
2 yr T-note Yld 0.25% 0.31% -0.01% 24.00%
2-10 Yr Slope 1.64% 2.40% -0.05% 46.34%
90 day T-bill Yld 0.05% 0.08% 0.02% 60.00%
Gold ($/oz) $1,664.00 $1,289.60 $0.60 -22.50%
WTI Oil ($/brl) $91.74 $93.74 -$0.61 2.18%
VIX "Worry Index" 18.02 12.19 -0.71 -32.35%





Credit Spreads 12/31/ 2012 11/15/ 2013 Week Change Simple YTD %
Inv Grade Credit Idx 3.36% 3.85% -0.05% 14.58%
High Yield Credit Idx 6.76% 6.05% 0.02% -10.50%
Markit CDX No Am Inv Grade 96 72 -2.70% -25.00%
Markit CDX No Am HiVol 196 162 -1.82% -17.35%
High Yield to 10 yr T-Note Spread 498 334 2.45% -32.93%