Monday, December 2, 2013

Market Data & Graphs: Week Ending November 29, 2013

Market Index12/31/ 201211/29/ 2013Week ChangeSimple YTD %
Dow Industrials Avg13,104.1416,086.410.13%22.76%
S&P 5001,426.191,805.810.06%26.62%
Fed Funds Rate0.09%0.09%0.00%0.00%
10 yr T-note Yld1.78%2.75%0.00%54.49%
5 yr T-note Yld0.72%1.37%0.00%90.28%
5 yr TIPS - 'Real' Yld-1.37%-0.35%0.03%74.45%
Implied 5 yr Inflation %1.72%1.72%-0.03%0.00%
2 yr T-note Yld0.25%0.28%-0.03%12.00%
2-10 Yr Slope1.64%2.47%0.03%50.61%
90 day T-bill Yld0.05%0.06%-0.01%20.00%
Gold ($/oz)$1,664.00$1,251.40$9.00-24.80%
WTI Oil ($/brl)$91.74$92.78-$1.941.13%
VIX "Worry Index"18.0213.71.44-23.97%
St. Louis Fed Stress Index-0.71-0.846-0.02618.65%
Credit Spreads12/31/ 201211/29/ 2013Week ChangeSimple YTD %
Inv Grade Credit Idx3.36%3.82%-0.03%13.69%
High Yield Credit Idx6.76%5.94%-0.06%-12.13%
Markit CDX No Am Inv Grade9669-2.82%-28.13%
Markit CDX No Am HiVol196149-5.70%-23.98%
High Yield to 10 yr T-Note Spread498319-1.85%-35.94%











FRED Graph