Market
Index |
12/31/ 2013 |
1/3/ 2014 |
Week Change |
Simple YTD % |
Dow
Industrials Avg |
16,576.66 |
16,469.99 |
-0.05% |
-0.64% |
S&P
500 |
1,848.36 |
1,831.37 |
-0.55% |
-0.92% |
Fed
Funds Rate |
0.08% |
0.08% |
0.00% |
0.00% |
10 yr
T-note Yld |
3.04% |
3.01% |
-0.01% |
-0.99% |
5 yr
T-note Yld |
1.75% |
1.73% |
-0.01% |
-1.14% |
5 yr
TIPS - 'Real' Yld |
0.07% |
0.01% |
-0.03% |
85.71% |
Implied
5 yr Inflation % |
1.68% |
1.72% |
0.02% |
2.38% |
2 yr
T-note Yld |
0.38% |
0.41% |
0.01% |
7.89% |
2-10 Yr
Slope |
1.64% |
2.60% |
-0.02% |
58.54% |
90 day
T-bill Yld |
0.07% |
0.07% |
0.00% |
0.00% |
Gold
($/oz) |
$1,204.80 |
$1,237.20 |
$23.50 |
2.69% |
WTI Oil
($/brl) |
$98.70 |
$94.25 |
-$5.93 |
-4.51% |
VIX
"Worry Index" |
13.72 |
13.76 |
1.30 |
0.29% |
St.
Louis Fed Stress Index |
-0.850 |
-0.927 |
-0.077 |
9.06% |
Credit
Spreads |
12/31/ 2013 |
1/3/ 2014 |
Week Change |
Simple YTD % |
Inv
Grade Credit Idx |
3.87% |
3.84% |
-0.06% |
-0.78% |
High
Yield Credit Idx |
5.95% |
6.01% |
0.03% |
1.01% |
Markit CDX No Am Inv Grade |
62 |
63 |
1.61% |
1.61% |
Markit CDX No Am HiVol |
135 |
135 |
-0.74% |
0.00% |
High
Yield to 10 yr T-Note Spread |
291 |
300 |
1.35% |
3.09% |