Sunday, May 26, 2013

Market Data: Week Ending May 24, 2013


Market Index 12/31/ 2012 5/24/ 2012 Week Change Simple YTD %
Dow Industrials Avg 13,104.14 15,303.10 -0.34% 16.78%
S&P 500 1,426.19 1,649.60 -1.08% 15.66%
Fed Funds Rate 0.09% 0.08% -0.04% -11.11%
10 yr T-note Yld 1.78% 2.01% 0.06% 12.92%
5 yr T-note Yld 0.72% 0.90% 0.06% 25.00%
5 yr TIPS - 'Real' Yld -1.37% -1.02% 0.16% 25.55%
Implied 5 yr Inflation % 1.72% 1.92% -0.10% 11.63%
2 yr T-note Yld 0.25% 0.26% 0.00% 4.00%
2-10 Yr Slope 1.64% 1.75% 0.06% 6.71%
90 day T-bill Yld 0.05% 0.05% 0.02% 0.00%
Gold ($/oz) $1,664.00 $1,386.00 $26.90 -16.71%
WTI Oil ($/brl) $91.74 $93.91 -$1.94 2.37%
VIX "Worry Index" 18.02 13.99 1.54 -22.36%





Credit Spreads 12/31/ 2012 5/24/ 2012 Week Change Simple YTD %
Inv Grade Credit Idx 3.36% 3.28% 0.06% -2.38%
High Yield Credit Idx 6.76% 5.47% 0.16% -19.08%
Markit CDX No Am Inv Grade 96 73 1.39% -23.96%
Markit CDX No Am HiVol 196 155 -1.90% -20.92%
High Yield to 10 yr T-Note Spread 498 346 2.98% -30.52%

Sunday, May 19, 2013

Market Data: Week Ending May 17, 2013


Market Index 12/31/ 2012 5/17/ 2012 Week Change Simple YTD %
Dow Industrials Avg 13,104.14 15,354.40 1.54% 17.17%
S&P 500 1,426.19 1,667.47 2.03% 16.92%
Fed Funds Rate 0.09% 0.12% 0.00% 33.33%
10 yr T-note Yld 1.78% 1.95% 0.05% 9.55%
5 yr T-note Yld 0.72% 0.84% 0.02% 16.67%
5 yr TIPS - 'Real' Yld -1.37% -1.18% 0.09% 13.87%
Implied 5 yr Inflation % 1.72% 2.02% -0.07% 17.44%
2 yr T-note Yld 0.25% 0.26% 0.00% 4.00%
2-10 Yr Slope 1.64% 1.69% 0.05% 3.05%
90 day T-bill Yld 0.05% 0.03% -0.01% -40.00%
Gold ($/oz) $1,664.00 $1,359.10 -$88.70 -18.32%
WTI Oil ($/brl) $91.74 $95.85 -$0.14 4.48%
VIX "Worry Index" 18.02 12.45 -0.14 -30.91%





Credit Spreads 12/31/ 2012 5/17/ 2012 Week Change Simple YTD %
Inv Grade Credit Idx 3.36% 3.22% 0.03% -4.17%
High Yield Credit Idx 6.76% 5.31% 0.09% -21.45%
Markit CDX No Am Inv Grade 96 72 1.41% -25.00%
Markit CDX No Am HiVol 196 158 3.95% -19.39%
High Yield to 10 yr T-Note Spread 498 336 1.20% -32.53%

Saturday, May 11, 2013

Market Data: Week Ending May 10, 2013


Market Index 12/31/ 2012 5/10/ 2012 Week Change Simple YTD %
Dow Industrials Avg 13,104.14 15,118.49 0.96% 15.37%
S&P 500 1,426.19 1,633.70 1.18% 14.55%
Fed Funds Rate 0.09% 0.12% -0.03% 33.33%
10 yr T-note Yld 1.78% 1.90% 0.12% 6.74%
5 yr T-note Yld 0.72% 0.82% 0.09% 13.89%
5 yr TIPS - 'Real' Yld -1.37% -1.27% 0.07% 7.30%
Implied 5 yr Inflation % 1.72% 2.09% 0.02% 21.51%
2 yr T-note Yld 0.25% 0.26% 0.04% 4.00%
2-10 Yr Slope 1.64% 1.64% 0.08% 0.00%
90 day T-bill Yld 0.05% 0.04% -0.01% -20.00%
Gold ($/oz) $1,664.00 $1,447.80 -$22.10 -12.99%
WTI Oil ($/brl) $91.74 $95.99 $0.45 4.63%
VIX "Worry Index" 18.02 12.59 -0.26 -30.13%





Credit Spreads 12/31/ 2012 5/10/ 2012 Week Change Simple YTD %
Inv Grade Credit Idx 3.36% 3.19% 0.08% -5.06%
High Yield Credit Idx 6.76% 5.22% -0.05% -22.78%
Markit CDX No Am Inv Grade 96 71 -4.05% -26.04%
Markit CDX No Am HiVol 196 152 -10.06% -22.45%
High Yield to 10 yr T-Note Spread 498 332 -4.87% -33.33%

Saturday, May 4, 2013

Market Data & Graphs: Week Ending May 3, 2013


Market Index 12/31/ 2012 5/3/   2013 Week Change Simple YTD %
Dow Industrials Avg 13,104.14 14,973.96 0.73% 14.27%
S&P 500 1,426.19 1,614.42 1.58% 13.20%
Fed Funds Rate 0.09% 0.15% 0.00% 66.67%
10 yr T-note Yld 1.78% 1.78% 0.03% 0.00%
5 yr T-note Yld 0.72% 0.73% 0.03% 1.39%
5 yr TIPS - 'Real' Yld -1.37% -1.34% 0.04% 2.19%
Implied 5 yr Inflation % 1.72% 2.07% -0.01% 20.35%
2 yr T-note Yld 0.25% 0.22% 0.00% -12.00%
2-10 Yr Slope 1.64% 1.56% 0.03% -4.88%
90 day T-bill Yld 0.05% 0.05% -0.01% 0.00%
Gold ($/oz) $1,664.00 $1,469.90 -$10.60 -11.66%
WTI Oil ($/brl) $91.74 $95.54 $4.82 4.14%
VIX "Worry Index" 18.02 12.85 0.79 -28.69%





Credit Spreads 12/31/ 2012 5/3/   2013 Week Change Simple YTD %
Inv Grade Credit Idx 3.36% 3.11% -0.03% -7.44%
High Yield Credit Idx 6.76% 5.27% -0.38% -22.04%
Markit CDX No Am Inv Grade 96 74 -9.76% -22.92%
Markit CDX No Am HiVol 196 169 -3.43% -13.78%
High Yield to 10 yr T-Note Spread 498 349 -10.51% -29.92%