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% |