Sunday, December 29, 2013

Market Data & Graphs: Week Ending December 27, 2013


Market Index 12/31/ 2012 12/27/ 2013 Week Change Simple YTD %
Dow Industrials Avg 13,104.14 16,478.41 1.56% 25.75%
S&P 500 1,426.19 1,841.40 1.25% 29.11%
Fed Funds Rate 0.09% 0.08% -0.01% -11.11%
10 yr T-note Yld 1.78% 3.02% 0.13% 69.66%
5 yr T-note Yld 0.72% 1.74% 0.08% 141.67%
5 yr TIPS - 'Real' Yld -1.37% 0.04% 0.16% 102.92%
Implied 5 yr Inflation % 1.72% 1.70% -0.08% -1.16%
2 yr T-note Yld 0.25% 0.40% 0.03% 60.00%
2-10 Yr Slope 1.64% 2.62% 0.10% 59.76%
90 day T-bill Yld 0.05% 0.07% 0.00% 40.00%
Gold ($/oz) $1,664.00 $1,213.70 $11.10 -27.06%
WTI Oil ($/brl) $91.74 $100.18 $1.08 9.20%
VIX "Worry Index" 18.02 12.46 -1.33 -30.85%
St. Louis Fed Stress Index -0.71 -0.850 -0.047 19.21%
Credit Spreads 12/31/ 2012 12/27/ 2013 Week Change Simple YTD %
Inv Grade Credit Idx 3.36% 3.90% 0.04% 16.07%
High Yield Credit Idx 6.76% 5.98% -0.04% -11.54%
Markit CDX No Am Inv Grade 96 62 -6.06% -35.42%
Markit CDX No Am HiVol 196 136 -3.55% -30.61%
High Yield to 10 yr T-Note Spread 498 296 -5.43% -40.56%












Sunday, December 22, 2013

Market Data: Week Ending December 20, 2013


Market Index 12/31/ 2012 12/20/ 2013 Week Change Simple YTD %
Dow Industrials Avg 13,104.14 16,221.14 2.87% 23.79%
S&P 500 1,426.19 1,818.32 2.36% 27.49%
Fed Funds Rate 0.09% 0.09% 0.00% 0.00%
10 yr T-note Yld 1.78% 2.89% 0.01% 62.36%
5 yr T-note Yld 0.72% 1.66% 0.11% 130.56%
5 yr TIPS - 'Real' Yld -1.37% -0.12% -0.02% 91.24%
Implied 5 yr Inflation % 1.72% 1.78% 0.13% 3.49%
2 yr T-note Yld 0.25% 0.37% 0.03% 48.00%
2-10 Yr Slope 1.64% 2.52% -0.02% 53.66%
90 day T-bill Yld 0.05% 0.07% 0.00% 40.00%
Gold ($/oz) $1,664.00 $1,202.60 -$35.40 -27.73%
WTI Oil ($/brl) $91.74 $99.10 $2.63 8.02%
VIX "Worry Index" 18.02 13.79 -1.97 -23.47%
St. Louis Fed Stress Index -0.71 -0.803 -0.028 12.62%
Credit Spreads 12/31/ 2012 12/20/ 2013 Week Change Simple YTD %
Inv Grade Credit Idx 3.36% 3.86% -0.03% 14.88%
High Yield Credit Idx 6.76% 6.02% -0.01% -10.95%
Markit CDX No Am Inv Grade 96 66 -5.71% -31.25%
Markit CDX No Am HiVol 196 141 -5.37% -28.06%
High Yield to 10 yr T-Note Spread 498 313 -0.63% -37.15%

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%

Sunday, December 8, 2013

Market Data: Week Ending December 6, 2013


Market Index 12/31/ 2012 12/6/ 2013 Week Change Simple YTD %
Dow Industrials Avg 13,104.14 16,020.20 -0.41% 22.25%
S&P 500 1,426.19 1,805.09 -0.04% 26.57%
Fed Funds Rate 0.09% 0.09% 0.00% 0.00%
10 yr T-note Yld 1.78% 2.88% 0.13% 61.80%
5 yr T-note Yld 0.72% 1.51% 0.14% 109.72%
5 yr TIPS - 'Real' Yld -1.37% -0.17% 0.18% 87.59%
Implied 5 yr Inflation % 1.72% 1.68% -0.04% -2.33%
2 yr T-note Yld 0.25% 0.30% 0.02% 20.00%
2-10 Yr Slope 1.64% 2.58% 0.11% 57.32%
90 day T-bill Yld 0.05% 0.06% 0.00% 20.00%
Gold ($/oz) $1,664.00 $1,230.30 -$21.10 -26.06%
WTI Oil ($/brl) $91.74 $97.82 $5.04 6.63%
VIX "Worry Index" 18.02 13.79 0.09 -23.47%
St. Louis Fed Stress Index -0.71 -0.845 0.001 18.51%
Credit Spreads 12/31/ 2012 12/6/ 2013 Week Change Simple YTD %
Inv Grade Credit Idx 3.36% 3.93% 0.11% 16.96%
High Yield Credit Idx 6.76% 6.02% 0.08% -10.95%
Markit CDX No Am Inv Grade 96 72 4.35% -25.00%
Markit CDX No Am HiVol 196 151 1.34% -22.96%
High Yield to 10 yr T-Note Spread 498 314 -1.57% -36.95%