Market
Index |
12/31/ 2012 |
12/13/ 2013 |
Week Change |
Simple YTD % |
Dow
Industrials Avg |
13,104.14 |
15,755.36 |
-1.68% |
20.23% |
S&P
500 |
1,426.19 |
1,775.32 |
-1.68% |
24.48% |
Fed
Funds Rate |
0.09% |
0.09% |
0.00% |
0.00% |
10 yr
T-note Yld |
1.78% |
2.88% |
0.00% |
61.80% |
5 yr
T-note Yld |
0.72% |
1.55% |
0.04% |
115.28% |
5 yr
TIPS - 'Real' Yld |
-1.37% |
-0.10% |
0.07% |
92.70% |
Implied
5 yr Inflation % |
1.72% |
1.65% |
-0.03% |
-4.07% |
2 yr
T-note Yld |
0.25% |
0.34% |
0.04% |
36.00% |
2-10 Yr
Slope |
1.64% |
2.54% |
-0.04% |
54.88% |
90 day
T-bill Yld |
0.05% |
0.07% |
0.01% |
40.00% |
Gold
($/oz) |
$1,664.00 |
$1,238.00 |
$7.70 |
-25.60% |
WTI Oil
($/brl) |
$91.74 |
$96.47 |
-$1.35 |
5.16% |
VIX
"Worry Index" |
18.02 |
15.76 |
1.97 |
-12.54% |
St.
Louis Fed Stress Index |
-0.71 |
-0.775 |
0.07 |
8.70% |
Credit
Spreads |
12/31/ 2012 |
12/13/ 2013 |
Week Change |
Simple YTD % |
Inv
Grade Credit Idx |
3.36% |
3.89% |
-0.04% |
15.77% |
High
Yield Credit Idx |
6.76% |
6.03% |
0.01% |
-10.80% |
Markit CDX No Am Inv Grade |
96 |
70 |
-2.78% |
-27.08% |
Markit CDX No Am HiVol |
196 |
149 |
-1.32% |
-23.98% |
High
Yield to 10 yr T-Note Spread |
498 |
315 |
0.32% |
-36.75% |