Sunday, December 22, 2013

Market Data: Week Ending December 20, 2013


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%