Market
Index |
12/31/ 2013 |
1/17/ 2014 |
Week Change |
Simple YTD % |
Dow
Industrials Avg |
16,576.66 |
16,458.56 |
0.13% |
-0.71% |
S&P
500 |
1,848.36 |
1,838.70 |
-0.20% |
-0.52% |
Fed
Funds Rate |
0.08% |
0.07% |
-0.01% |
-12.50% |
10 yr
T-note Yld |
3.04% |
2.84% |
-0.04% |
-6.58% |
5 yr
T-note Yld |
1.75% |
1.64% |
0.10% |
-6.29% |
5 yr
TIPS - 'Real' Yld |
0.07% |
-0.08% |
0.00% |
214.29% |
Implied
5 yr Inflation % |
1.68% |
1.72% |
0.10% |
2.38% |
2 yr
T-note Yld |
0.38% |
0.40% |
0.01% |
5.26% |
2-10 Yr
Slope |
1.64% |
2.44% |
-0.05% |
48.78% |
90 day
T-bill Yld |
0.07% |
0.05% |
0.00% |
-28.57% |
Gold
($/oz) |
$1,204.80 |
$1,253.50 |
$5.00 |
4.04% |
WTI Oil
($/brl) |
$98.70 |
$94.09 |
$1.20 |
-4.67% |
VIX
"Worry Index" |
13.72 |
12.44 |
0.30 |
-9.33% |
St.
Louis Fed Stress Index |
-0.850 |
-0.950 |
-0.046 |
11.76% |
Credit
Spreads |
12/31/ 2013 |
1/17/ 2014 |
Week Change |
Simple YTD % |
Inv
Grade Credit Idx |
3.87% |
3.77% |
-0.02% |
-2.58% |
High
Yield Credit Idx |
5.95% |
5.83% |
-0.08% |
-2.02% |
Markit CDX No Am Inv Grade |
62 |
65 |
0.00% |
4.84% |
Markit CDX No Am HiVol |
135 |
137 |
-0.72% |
1.48% |
High
Yield to 10 yr T-Note Spread |
291 |
299 |
-1.32% |
2.75% |