Market
Index |
12/31/ 2013 |
1/10/ 2014 |
Week Change |
Simple YTD % |
Dow
Industrials Avg |
16,576.66 |
16,437.05 |
-0.20% |
-0.84% |
S&P
500 |
1,848.36 |
1,842.37 |
0.60% |
-0.32% |
Fed
Funds Rate |
0.08% |
0.08% |
0.00% |
0.00% |
10 yr
T-note Yld |
3.04% |
2.88% |
-0.13% |
-5.26% |
5 yr
T-note Yld |
1.75% |
1.54% |
-0.19% |
-12.00% |
5 yr
TIPS - 'Real' Yld |
0.07% |
-0.08% |
-0.09% |
214.29% |
Implied
5 yr Inflation % |
1.68% |
1.62% |
-0.10% |
-3.57% |
2 yr
T-note Yld |
0.38% |
0.39% |
-0.02% |
2.63% |
2-10 Yr
Slope |
1.64% |
2.49% |
-0.11% |
51.83% |
90 day
T-bill Yld |
0.07% |
0.05% |
-0.02% |
-28.57% |
Gold
($/oz) |
$1,204.80 |
$1,248.50 |
$11.30 |
3.63% |
WTI Oil
($/brl) |
$98.70 |
$92.89 |
-$1.36 |
-5.89% |
VIX
"Worry Index" |
13.72 |
12.14 |
-1.62 |
-11.52% |
St.
Louis Fed Stress Index |
-0.850 |
-0.904 |
0.023 |
6.35% |
Credit
Spreads |
12/31/ 2013 |
1/10/ 2014 |
Week Change |
Simple YTD % |
Inv
Grade Credit Idx |
3.87% |
3.79% |
-0.05% |
-2.07% |
High
Yield Credit Idx |
5.95% |
5.91% |
-0.10% |
-0.67% |
Markit CDX No Am Inv Grade |
62 |
65 |
3.17% |
4.84% |
Markit CDX No Am HiVol |
135 |
138 |
2.22% |
2.22% |
High
Yield to 10 yr T-Note Spread |
291 |
303 |
1.00% |
4.12% |