Sunday, June 30, 2013

Market Data & Graphs: Week Ending June 28, 2013


Market Index 12/31/ 2012 6/28/ 2013 Week Change Simple YTD %
Dow Industrials Avg 13,104.14 14,909.60 0.74% 13.78%
S&P 500 1,426.19 1,606.28 0.86% 12.63%
Fed Funds Rate 0.09% 0.11% 0.00% 22.22%
10 yr T-note Yld 1.78% 2.52% 0.00% 41.57%
5 yr T-note Yld 0.72% 1.41% -0.01% 95.83%
5 yr TIPS - 'Real' Yld -1.37% -0.35% 0.08% 74.45%
Implied 5 yr Inflation % 1.72% 1.76% -0.09% 2.33%
2 yr T-note Yld 0.25% 0.36% -0.02% 44.00%
2-10 Yr Slope 1.64% 2.16% 0.02% 31.71%
90 day T-bill Yld 0.05% 0.04% -0.01% -20.00%
Gold ($/oz) $1,664.00 $1,232.10 -$64.20 -25.96%
WTI Oil ($/brl) $91.74 $96.59 $2.65 5.29%
VIX "Worry Index" 18.02 16.86 -2.04 -6.44%





Credit Spreads 12/31/ 2012 6/28/ 2013 Week Change Simple YTD %
Inv Grade Credit Idx 3.36% 3.95% -0.02% 17.56%
High Yield Credit Idx 6.76% 6.62% -0.01% -2.07%
Markit CDX No Am Inv Grade 96 86 -7.53% -10.42%
Markit CDX No Am HiVol 196 175 0.57% -10.71%
High Yield to 10 yr T-Note Spread 498 410 -0.24% -17.67%