Sunday, April 21, 2013

Market Data: Week Ending April 19, 2013


Market Index 12/31/ 2012 4/19/ 2013 Week Change Simple YTD %
Dow Industrials Avg 13,104.14 14,547.51 -2.18% 11.01%
S&P 500 1,426.19 1,555.25 -2.16% 9.05%
Fed Funds Rate 0.09% 0.15% 0.00% 66.67%
10 yr T-note Yld 1.78% 1.73% -0.02% -2.81%
5 yr T-note Yld 0.72% 0.72% 0.02% 0.00%
5 yr TIPS - 'Real' Yld -1.37% -1.29% 0.09% 5.84%
Implied 5 yr Inflation % 1.72% 2.01% -0.07% 16.86%
2 yr T-note Yld 0.25% 0.24% 0.02% -4.00%
2-10 Yr Slope 1.64% 1.49% -0.04% -9.15%
90 day T-bill Yld 0.05% 0.05% -0.01% 0.00%
Gold ($/oz) $1,664.00 $1,405.70 -$74.80 -15.52%
WTI Oil ($/brl) $91.74 $88.27 -$2.45 -3.78%
VIX "Worry Index" 18.02 14.97 2.91 -16.93%





Credit Spreads 12/31/  2012 4/19/ 2013 Week Change Simple YTD %
Inv Grade Credit Idx 3.36% 3.13% -0.01% -6.85%
High Yield Credit Idx 6.76% 5.67% 0.02% -16.12%
Markit CDX No Am Inv Grade 96 85 3.66% -11.46%
Markit CDX No Am HiVol 196 181 3.43% -7.65%
High Yield to 10 yr T-Note Spread 498 394 1.03% -20.88%

Saturday, April 13, 2013

Market Data: Week Ending April 12, 2013


Market Index 12/31/ 2012 4/12/ 2013 Week Change Simple YTD %
Dow Industrials Avg 13,104.14 14,865.06 2.02% 13.44%
S&P 500 1,426.19 1,588.85 2.24% 11.41%
Fed Funds Rate 0.09% 0.15% -0.01% 66.67%
10 yr T-note Yld 1.78% 1.75% 0.03% -1.69%
5 yr T-note Yld 0.72% 0.70% 0.02% -2.78%
5 yr TIPS - 'Real' Yld -1.37% -1.38% 0.06% -0.73%
Implied 5 yr Inflation % 1.72% 2.08% -0.04% 20.93%
2 yr T-note Yld 0.25% 0.22% -0.02% -12.00%
2-10 Yr Slope 1.64% 1.53% 0.05% -6.71%
90 day T-bill Yld 0.05% 0.06% -0.01% 20.00%
Gold ($/oz) $1,664.00 $1,480.50 -$100.30 -11.03%
WTI Oil ($/brl) $91.74 $90.72 -$2.33 -1.11%
VIX "Worry Index" 18.02 12.06 -1.86 -33.07%





Credit Spreads 12/31/ 2012 4/12/ 2013 Week Change Simple YTD %
Inv Grade Credit Idx 3.36% 3.14% -0.01% -6.55%
High Yield Credit Idx 6.76% 5.65% -0.13% -16.42%
Markit CDX No Am Inv Grade 96 82 -6.82% -14.58%
Markit CDX No Am HiVol 196 175 -5.91% -10.71%
High Yield to 10 yr T-Note Spread 498 390 -3.94% -21.69%

Sunday, April 7, 2013

Market Data: Week Ending April 5, 2013

Market Index 12/31/ 2012 4/5/   2013 Week Change Simple YTD %
Dow Industrials Avg 13,104.14 14,565.25 -0.09% 11.15%
S&P 500 1,426.19 1,553.28 -1.02% 8.91%
Fed Funds Rate 0.09% 0.16% 0.00% 77.78%
10 yr T-note Yld 1.78% 1.72% -0.15% -3.37%
5 yr T-note Yld 0.72% 0.68% -0.09% -5.56%
5 yr TIPS - 'Real' Yld -1.37% -1.44% 0.03% -5.11%
Implied 5 yr Inflation % 1.72% 2.12% -0.12% 23.26%
2 yr T-note Yld 0.25% 0.24% -0.01% -4.00%
2-10 Yr Slope 1.64% 1.48% -0.14% -9.76%
90 day T-bill Yld 0.05% 0.07% 0.00% 40.00%
Gold ($/oz) $1,664.00 $1,580.80 -$16.30 -5.00%
WTI Oil ($/brl) $91.74 $93.05 -$4.15 1.43%
VIX "Worry Index" 18.02 13.92 1.22 -22.75%





Credit Spreads 12/31/ 2012 4/5/   2013 Week Change Simple YTD %
Inv Grade Credit Idx 3.36% 3.15% -0.13% -6.25%
High Yield Credit Idx 6.76% 5.78% -0.03% -14.50%
Markit CDX No Am Inv Grade 96 88 -3.30% -8.33%
Markit CDX No Am HiVol 196 186 -2.62% -5.10%
High Yield to 10 yr T-Note Spread 498 406 3.05% -18.47%