| Market Index | 12/31/ 2012 | 11/22/ 2013 | Week Change | Simple YTD % |
| Dow Industrials Avg | 13,104.14 | 16,064.77 | 0.64% | 22.59% |
| S&P 500 | 1,426.19 | 1,804.76 | 0.36% | 26.54% |
| Fed Funds Rate | 0.09% | 0.09% | 0.00% | 0.00% |
| 10 yr T-note Yld | 1.78% | 2.75% | 0.04% | 54.49% |
| 5 yr T-note Yld | 0.72% | 1.37% | 0.01% | 90.28% |
| 5 yr TIPS - 'Real' Yld | -1.37% | -0.38% | 0.08% | 72.26% |
| Implied 5 yr Inflation % | 1.72% | 1.75% | -0.07% | 1.74% |
| 2 yr T-note Yld | 0.25% | 0.31% | 0.00% | 24.00% |
| 2-10 Yr Slope | 1.64% | 2.44% | 0.04% | 48.78% |
| 90 day T-bill Yld | 0.05% | 0.07% | -0.01% | 40.00% |
| Gold ($/oz) | $1,664.00 | $1,242.40 | -$47.20 | -25.34% |
| WTI Oil ($/brl) | $91.74 | $94.72 | $0.98 | 3.25% |
| VIX "Worry Index" | 18.02 | 12.26 | 0.07 | -31.96% |
| St. Louis Fed Stress Index | -0.71 | -0.820 | 0 | 15.01% |
| Credit Spreads | 12/31/ 2012 | 11/22/ 2013 | Week Change | Simple YTD % |
| Inv Grade Credit Idx | 3.36% | 3.85% | 0.00% | 14.58% |
| High Yield Credit Idx | 6.76% | 6.00% | -0.05% | -11.24% |
| Markit CDX No Am Inv Grade | 96 | 71 | -1.39% | -26.04% |
| Markit CDX No Am HiVol | 196 | 158 | -2.47% | -19.39% |
| High Yield to 10 yr T-Note Spread | 498 | 325 | -2.69% | -34.74% |
Sunday, November 24, 2013
Market Data: Week Ending November 22, 2013
Sunday, November 17, 2013
Market Data: Week Ending November 15, 2013
| Market Index | 12/31/ 2012 | 11/15/ 2013 | Week Change | Simple YTD % |
| Dow Industrials Avg | 13,104.14 | 15,961.70 | 1.25% | 21.81% |
| S&P 500 | 1,426.19 | 1,798.18 | 1.53% | 26.08% |
| Fed Funds Rate | 0.09% | 0.09% | 0.00% | 0.00% |
| 10 yr T-note Yld | 1.78% | 2.71% | -0.06% | 52.25% |
| 5 yr T-note Yld | 0.72% | 1.36% | -0.06% | 88.89% |
| 5 yr TIPS - 'Real' Yld | -1.37% | -0.46% | 0.00% | 66.42% |
| Implied 5 yr Inflation % | 1.72% | 1.82% | -0.06% | 5.81% |
| 2 yr T-note Yld | 0.25% | 0.31% | -0.01% | 24.00% |
| 2-10 Yr Slope | 1.64% | 2.40% | -0.05% | 46.34% |
| 90 day T-bill Yld | 0.05% | 0.08% | 0.02% | 60.00% |
| Gold ($/oz) | $1,664.00 | $1,289.60 | $0.60 | -22.50% |
| WTI Oil ($/brl) | $91.74 | $93.74 | -$0.61 | 2.18% |
| VIX "Worry Index" | 18.02 | 12.19 | -0.71 | -32.35% |
| Credit Spreads | 12/31/ 2012 | 11/15/ 2013 | Week Change | Simple YTD % |
| Inv Grade Credit Idx | 3.36% | 3.85% | -0.05% | 14.58% |
| High Yield Credit Idx | 6.76% | 6.05% | 0.02% | -10.50% |
| Markit CDX No Am Inv Grade | 96 | 72 | -2.70% | -25.00% |
| Markit CDX No Am HiVol | 196 | 162 | -1.82% | -17.35% |
| High Yield to 10 yr T-Note Spread | 498 | 334 | 2.45% | -32.93% |
Sunday, November 10, 2013
Market Data: Week Ending November 8, 2013
| Market Index | 12/31/ 2012 | 11/8/ 2013 | Week Change | Simple YTD % |
| Dow Industrials Avg | 13,104.14 | 15,761.78 | 0.93% | 20.28% |
| S&P 500 | 1,426.19 | 1,770.61 | 0.51% | 24.15% |
| Fed Funds Rate | 0.09% | 0.09% | 0.01% | 0.00% |
| 10 yr T-note Yld | 1.78% | 2.77% | 0.12% | 55.62% |
| 5 yr T-note Yld | 0.72% | 1.42% | 0.05% | 97.22% |
| 5 yr TIPS - 'Real' Yld | -1.37% | -0.46% | 0.00% | 66.42% |
| Implied 5 yr Inflation % | 1.72% | 1.88% | 0.05% | 9.30% |
| 2 yr T-note Yld | 0.25% | 0.32% | -0.01% | 28.00% |
| 2-10 Yr Slope | 1.64% | 2.45% | 0.13% | 49.39% |
| 90 day T-bill Yld | 0.05% | 0.06% | 0.02% | 20.00% |
| Gold ($/oz) | $1,664.00 | $1,289.00 | -$26.30 | -22.54% |
| WTI Oil ($/brl) | $91.74 | $94.35 | -$0.25 | 2.84% |
| VIX "Worry Index" | 18.02 | 12.9 | -0.38 | -28.41% |
| Credit Spreads | 12/31/ 2012 | 11/8/ 2013 | Week Change | Simple YTD % |
| Inv Grade Credit Idx | 3.36% | 3.90% | 0.11% | 16.07% |
| High Yield Credit Idx | 6.76% | 6.03% | 0.08% | -10.80% |
| Markit CDX No Am Inv Grade | 96 | 74 | 1.37% | -22.92% |
| Markit CDX No Am HiVol | 196 | 165 | 0.61% | -15.82% |
| High Yield to 10 yr T-Note Spread | 498 | 326 | -1.21% | -34.54% |
Sunday, November 3, 2013
Market Data & Graphs: Week Ending November 1, 2013
| Market Index | 12/31/ 2012 | 11/1/ 2013 | Week Change | Simple YTD % |
| Dow Industrials Avg | 13,104.14 | 15,615.55 | 0.29% | 19.17% |
| S&P 500 | 1,426.19 | 1,761.64 | 0.11% | 23.52% |
| Fed Funds Rate | 0.09% | 0.08% | 0.00% | -11.11% |
| 10 yr T-note Yld | 1.78% | 2.65% | 0.12% | 48.88% |
| 5 yr T-note Yld | 0.72% | 1.37% | 0.07% | 90.28% |
| 5 yr TIPS - 'Real' Yld | -1.37% | -0.46% | 0.00% | 66.42% |
| Implied 5 yr Inflation % | 1.72% | 1.83% | 0.07% | 6.40% |
| 2 yr T-note Yld | 0.25% | 0.33% | 0.01% | 32.00% |
| 2-10 Yr Slope | 1.64% | 2.32% | 0.11% | 41.46% |
| 90 day T-bill Yld | 0.05% | 0.04% | 0.00% | -20.00% |
| Gold ($/oz) | $1,664.00 | $1,315.30 | -$37.20 | -20.96% |
| WTI Oil ($/brl) | $91.74 | $94.60 | -$3.30 | 3.12% |
| VIX "Worry Index" | 18.02 | 13.28 | 0.19 | -26.30% |
| Credit Spreads | 12/31/ 2012 | 11/1/ 2013 | Week Change | Simple YTD % |
| Inv Grade Credit Idx | 3.36% | 3.79% | 0.04% | 12.80% |
| High Yield Credit Idx | 6.76% | 5.95% | 0.03% | -11.98% |
| Markit CDX No Am Inv Grade | 96 | 73 | 1.39% | -23.96% |
| Markit CDX No Am HiVol | 196 | 164 | 0.61% | -16.33% |
| High Yield to 10 yr T-Note Spread | 498 | 330 | -2.65% | -33.73% |
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