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% |
