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% |