Sunday, November 24, 2013

Market Data: Week Ending November 22, 2013


Market Index 12/31/ 2012 11/22/ 2013 Week Change Simple YTD %
Dow Industrials Avg 13,104.14 16,064.77 0.64% 22.59%
S&P 500 1,426.19 1,804.76 0.36% 26.54%
Fed Funds Rate 0.09% 0.09% 0.00% 0.00%
10 yr T-note Yld 1.78% 2.75% 0.04% 54.49%
5 yr T-note Yld 0.72% 1.37% 0.01% 90.28%
5 yr TIPS - 'Real' Yld -1.37% -0.38% 0.08% 72.26%
Implied 5 yr Inflation % 1.72% 1.75% -0.07% 1.74%
2 yr T-note Yld 0.25% 0.31% 0.00% 24.00%
2-10 Yr Slope 1.64% 2.44% 0.04% 48.78%
90 day T-bill Yld 0.05% 0.07% -0.01% 40.00%
Gold ($/oz) $1,664.00 $1,242.40 -$47.20 -25.34%
WTI Oil ($/brl) $91.74 $94.72 $0.98 3.25%
VIX "Worry Index" 18.02 12.26 0.07 -31.96%
St. Louis Fed Stress Index -0.71 -0.820 0 15.01%
Credit Spreads 12/31/ 2012 11/22/ 2013 Week Change Simple YTD %
Inv Grade Credit Idx 3.36% 3.85% 0.00% 14.58%
High Yield Credit Idx 6.76% 6.00% -0.05% -11.24%
Markit CDX No Am Inv Grade 96 71 -1.39% -26.04%
Markit CDX No Am HiVol 196 158 -2.47% -19.39%
High Yield to 10 yr T-Note Spread 498 325 -2.69% -34.74%