Market
Index |
12/31/ 2012 |
12/20/ 2013 |
Week Change |
Simple YTD % |
Dow
Industrials Avg |
13,104.14 |
16,221.14 |
2.87% |
23.79% |
S&P
500 |
1,426.19 |
1,818.32 |
2.36% |
27.49% |
Fed
Funds Rate |
0.09% |
0.09% |
0.00% |
0.00% |
10 yr
T-note Yld |
1.78% |
2.89% |
0.01% |
62.36% |
5 yr
T-note Yld |
0.72% |
1.66% |
0.11% |
130.56% |
5 yr
TIPS - 'Real' Yld |
-1.37% |
-0.12% |
-0.02% |
91.24% |
Implied
5 yr Inflation % |
1.72% |
1.78% |
0.13% |
3.49% |
2 yr
T-note Yld |
0.25% |
0.37% |
0.03% |
48.00% |
2-10 Yr
Slope |
1.64% |
2.52% |
-0.02% |
53.66% |
90 day
T-bill Yld |
0.05% |
0.07% |
0.00% |
40.00% |
Gold
($/oz) |
$1,664.00 |
$1,202.60 |
-$35.40 |
-27.73% |
WTI Oil
($/brl) |
$91.74 |
$99.10 |
$2.63 |
8.02% |
VIX
"Worry Index" |
18.02 |
13.79 |
-1.97 |
-23.47% |
St.
Louis Fed Stress Index |
-0.71 |
-0.803 |
-0.028 |
12.62% |
Credit
Spreads |
12/31/ 2012 |
12/20/ 2013 |
Week Change |
Simple YTD % |
Inv
Grade Credit Idx |
3.36% |
3.86% |
-0.03% |
14.88% |
High
Yield Credit Idx |
6.76% |
6.02% |
-0.01% |
-10.95% |
Markit CDX No Am Inv Grade |
96 |
66 |
-5.71% |
-31.25% |
Markit CDX No Am HiVol |
196 |
141 |
-5.37% |
-28.06% |
High
Yield to 10 yr T-Note Spread |
498 |
313 |
-0.63% |
-37.15% |