Sunday, June 16, 2013

Market Data: Week Ending June 14, 2013


Market Index 12/31/ 2012 6/14/ 2012 Week Change Simple YTD %
Dow Industrials Avg 13,104.14 15,070.18 -1.18% 15.00%
S&P 500 1,426.19 1,626.73 -1.02% 14.06%
Fed Funds Rate 0.09% 0.11% -0.04% 22.22%
10 yr T-note Yld 1.78% 2.14% -0.03% 20.22%
5 yr T-note Yld 0.72% 1.04% -0.06% 44.44%
5 yr TIPS - 'Real' Yld -1.37% -0.69% 0.17% 49.64%
Implied 5 yr Inflation % 1.72% 1.73% -0.23% 0.58%
2 yr T-note Yld 0.25% 0.29% -0.03% 16.00%
2-10 Yr Slope 1.64% 1.85% 0.00% 12.80%
90 day T-bill Yld 0.05% 0.05% 0.01% 0.00%
Gold ($/oz) $1,664.00 $1,388.10 $3.80 -16.58%
WTI Oil ($/brl) $91.74 $97.71 $1.47 6.51%
VIX "Worry Index" 18.02 17.15 2.01 -4.83%





Credit Spreads 12/31/ 2012 6/14/ 2012 Week Change Simple YTD %
Inv Grade Credit Idx 3.36% 3.59% 0.02% 6.85%
High Yield Credit Idx 6.76% 6.23% 0.12% -7.84%
Markit CDX No Am Inv Grade 96 82 -2.38% -14.58%
Markit CDX No Am HiVol 196 163 -2.98% -16.84%
High Yield to 10 yr T-Note Spread 498 409 3.81% -17.87%