Sunday, January 27, 2013

Market Data: Week Ending January 25, 2013


Market Index 12/31/ 2012 1/25/ 2013 Week Change Simple YTD %
Dow Industrials Avg 13,104.14 13,895.98 1.77% 6.04%
S&P 500 1,426.19 1,502.96 1.13% 5.38%
Fed Funds Rate 0.09% 0.16% 0.00% 77.78%
10 yr T-note Yld 1.78% 1.98% 0.14% 11.24%
5 yr T-note Yld 0.72% 0.87% 0.11% 20.83%
5 yr TIPS - 'Real' Yld -1.37% -1.44% -0.04% -5.11%
Implied 5 yr Inflation % 1.72% 2.31% 0.15% 34.30%
2 yr T-note Yld 0.25% 0.28% 0.03% 12.00%
2-10 Yr Slope 1.64% 1.70% 0.11% 3.66%
90 day T-bill Yld 0.05% 0.08% 0.00% 60.00%
Gold ($/oz) $1,664.00 $1,658.80 -$25.45 -0.31%
WTI Oil ($/brl) $91.74 $96.06 $0.21 4.71%
VIX "Worry Index" 18.02 12.89 0.43 -28.47%





Credit Spreads 12/31/ 2012 1/25/ 2013 Week Change Simple YTD %
Inv Grade Credit Idx 3.36% 3.33% 0.04% -0.89%
High Yield Credit Idx 6.76% 5.81% -0.09% -14.05%
Markit CDX No Am Inv Grade 96 87 -1.14% -9.38%
Markit CDX No Am HiVol 196 190 -1.55% -3.06%
High Yield to 10 yr T-Note Spread 498 383 -5.67% -23.09%

Saturday, January 19, 2013

Market Data: Week Ending January 18, 2013


Market Index 12/31/ 2012 1/18/ 2013 Week Change Simple YTD %
Dow Industrials Avg 13,104.14 13,649.70 1.18% 4.16%
S&P 500 1,426.19 1,485.98 0.94% 4.19%
Fed Funds Rate 0.09% 0.16% 0.02% 77.78%
10 yr T-note Yld 1.78% 1.84% -0.07% 3.37%
5 yr T-note Yld 0.72% 0.76% -0.04% 5.56%
5 yr TIPS - 'Real' Yld -1.37% -1.40% 0.00% -2.19%
Implied 5 yr Inflation % 1.72% 2.16% -0.04% 25.58%
2 yr T-note Yld 0.25% 0.25% -0.01% 0.00%
2-10 Yr Slope 1.64% 1.59% -0.06% -3.05%
90 day T-bill Yld 0.05% 0.08% 0.02% 60.00%
Gold ($/oz) $1,664.00 $1,684.25 $21.27 1.22%
WTI Oil ($/brl) $91.74 $95.85 $2.29 4.48%
VIX "Worry Index" 18.02 12.46 -0.9 -30.85%





Credit Spreads 12/31/ 2012 1/18/ 2013 Week Change Simple YTD %
Inv Grade Credit Idx 3.36% 3.29% 0.02% -2.08%
High Yield Credit Idx 6.76% 5.90% -0.02% -12.72%
Markit CDX No Am Inv Grade 96 88 2.33% -8.33%
Markit CDX No Am HiVol 196 193 5.46% -1.53%
High Yield to 10 yr T-Note Spread 498 406 1.25% -18.47%

Sunday, January 13, 2013

Market Data: Week Ending January 11, 2013


Market Index 12/31/ 2012 1/11/ 2013 Week Change Simple YTD %
Dow Industrials Avg 13,104.14 13,488.43 0.39% 2.93%
S&P 500 1,426.19 1,472.05 0.38% 3.22%
Fed Funds Rate 0.09% 0.14% -0.03% 55.56%
10 yr T-note Yld 1.78% 1.91% 0.01% 7.30%
5 yr T-note Yld 0.72% 0.80% -0.01% 11.11%
5 yr TIPS - 'Real' Yld -1.37% -1.40% -0.10% -2.19%
Implied 5 yr Inflation % 1.72% 2.20% 0.09% 27.91%
2 yr T-note Yld 0.25% 0.26% 0.00% 4.00%
2-10 Yr Slope 1.64% 1.65% 0.01% 0.61%
90 day T-bill Yld 0.05% 0.06% -0.02% 20.00%
Gold ($/oz) $1,664.00 $1,662.98 $6.88 -0.06%
WTI Oil ($/brl) $91.74 $93.56 $0.47 1.98%
VIX "Worry Index" 18.02 13.36 -0.47 -25.86%





Credit Spreads 12/31/ 2012 1/11/ 2013 Week Change Simple YTD %
Inv Grade Credit Idx 3.36% 3.27% 0.00% -2.68%
High Yield Credit Idx 6.76% 5.92% -0.09% -12.43%
Markit CDX No Am Inv Grade 96 86 0.00% -10.42%
Markit CDX No Am HiVol 196 183 -0.54% -6.63%
High Yield to 10 yr T-Note Spread 498 401 -2.43% -19.48%

Sunday, January 6, 2013

Market Data: Week Ending January 4, 2013


Market Index 12/31/ 2012 1/4/   2013 Week Change Simple YTD %
Dow Industrials Avg 13,104.14 13,435.21 3.70% 2.53%
S&P 500 1,426.19 1,466.47 4.37% 2.82%
Fed Funds Rate 0.09% 0.17% 0.00% 88.89%
10 yr T-note Yld 1.78% 1.90% 0.20% 6.74%
5 yr T-note Yld 0.72% 0.81% 0.10% 12.50%
5 yr TIPS - 'Real' Yld -1.37% -1.30% 0.09% 5.11%
Implied 5 yr Inflation % 1.72% 2.11% 0.01% 22.67%
2 yr T-note Yld 0.25% 0.26% 0.01% 4.00%
2-10 Yr Slope 1.64% 1.64% 0.19% 0.00%
90 day T-bill Yld 0.05% 0.08% 0.00% 60.00%
Gold ($/oz) $1,664.00 $1,656.10 $0.40 -0.47%
WTI Oil ($/brl) $91.74 $93.09 $2.29 1.47%
VIX "Worry Index" 18.02 13.83 -8.89 -23.25%





Credit Spreads 12/31/ 2012 1/4/   2013 Week Change Simple YTD %
Inv Grade Credit Idx 3.36% 3.27% -0.07% -2.68%
High Yield Credit Idx 6.76% 6.01% -0.76% -11.09%
Markit CDX No Am Inv Grade 96 86 -9.47% -10.42%
Markit CDX No Am HiVol 196 184 -5.64% -6.12%
High Yield to 10 yr T-Note Spread 498 411 -18.93% -17.47%