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% |