Sunday, December 29, 2013

Market Data & Graphs: Week Ending December 27, 2013


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%