Sunday, December 8, 2013

Market Data: Week Ending December 6, 2013


Market Index 12/31/ 2012 12/6/ 2013 Week Change Simple YTD %
Dow Industrials Avg 13,104.14 16,020.20 -0.41% 22.25%
S&P 500 1,426.19 1,805.09 -0.04% 26.57%
Fed Funds Rate 0.09% 0.09% 0.00% 0.00%
10 yr T-note Yld 1.78% 2.88% 0.13% 61.80%
5 yr T-note Yld 0.72% 1.51% 0.14% 109.72%
5 yr TIPS - 'Real' Yld -1.37% -0.17% 0.18% 87.59%
Implied 5 yr Inflation % 1.72% 1.68% -0.04% -2.33%
2 yr T-note Yld 0.25% 0.30% 0.02% 20.00%
2-10 Yr Slope 1.64% 2.58% 0.11% 57.32%
90 day T-bill Yld 0.05% 0.06% 0.00% 20.00%
Gold ($/oz) $1,664.00 $1,230.30 -$21.10 -26.06%
WTI Oil ($/brl) $91.74 $97.82 $5.04 6.63%
VIX "Worry Index" 18.02 13.79 0.09 -23.47%
St. Louis Fed Stress Index -0.71 -0.845 0.001 18.51%
Credit Spreads 12/31/ 2012 12/6/ 2013 Week Change Simple YTD %
Inv Grade Credit Idx 3.36% 3.93% 0.11% 16.96%
High Yield Credit Idx 6.76% 6.02% 0.08% -10.95%
Markit CDX No Am Inv Grade 96 72 4.35% -25.00%
Markit CDX No Am HiVol 196 151 1.34% -22.96%
High Yield to 10 yr T-Note Spread 498 314 -1.57% -36.95%