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%