Sunday, June 23, 2013

Market Data: Week Ending June 21, 2013


Market Index 12/31/ 2012 6/21/ 2012 Week Change Simple YTD %
Dow Industrials Avg 13,104.14 14,799.40 -1.83% 12.94%
S&P 500 1,426.19 1,592.43 -2.15% 11.66%
Fed Funds Rate 0.09% 0.11% 0.00% 22.22%
10 yr T-note Yld 1.78% 2.52% 0.38% 41.57%
5 yr T-note Yld 0.72% 1.42% 0.38% 97.22%
5 yr TIPS - 'Real' Yld -1.37% -0.43% 0.26% 68.61%
Implied 5 yr Inflation % 1.72% 1.85% 0.12% 7.56%
2 yr T-note Yld 0.25% 0.38% 0.09% 52.00%
2-10 Yr Slope 1.64% 2.14% 0.29% 30.49%
90 day T-bill Yld 0.05% 0.05% 0.00% 0.00%
Gold ($/oz) $1,664.00 $1,296.30 -$91.80 -22.10%
WTI Oil ($/brl) $91.74 $93.94 -$3.77 2.40%
VIX "Worry Index" 18.02 18.9 1.75 4.88%





Credit Spreads 12/31/ 2012 6/21/ 2012 Week Change Simple YTD %
Inv Grade Credit Idx 3.36% 3.97% 0.38% 18.15%
High Yield Credit Idx 6.76% 6.63% 0.40% -1.92%
Markit CDX No Am Inv Grade 96 93 13.41% -3.13%
Markit CDX No Am HiVol 196 174 6.75% -11.22%
High Yield to 10 yr T-Note Spread 498 411 0.49% -17.47%