Sunday, December 15, 2013

Market Data: Week Ending December 13, 2013


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%