Friday, June 7, 2013

Market Data: Week Ending June 7, 2013


Market Index 12/31/ 2012 6/7/   2012 Week Change Simple YTD %
Dow Industrials Avg 13,104.14 15,248.12 0.87% 16.36%
S&P 500 1,426.19 1,643.38 0.77% 15.23%
Fed Funds Rate 0.09% 0.15% 0.00% 66.67%
10 yr T-note Yld 1.78% 2.17% 0.01% 21.91%
5 yr T-note Yld 0.72% 1.10% 0.05% 52.78%
5 yr TIPS - 'Real' Yld -1.37% -0.86% -0.04% 37.23%
Implied 5 yr Inflation % 1.72% 1.96% 0.09% 13.95%
2 yr T-note Yld 0.25% 0.32% 0.02% 28.00%
2-10 Yr Slope 1.64% 1.85% -0.01% 12.80%
90 day T-bill Yld 0.05% 0.04% 0.00% -20.00%
Gold ($/oz) $1,664.00 $1,384.30 -$4.00 -16.81%
WTI Oil ($/brl) $91.74 $96.24 $4.46 4.91%
VIX "Worry Index" 18.02 15.14 -1.16 -15.98%





Credit Spreads 12/31/ 2012 6/7/   2012 Week Change Simple YTD %
Inv Grade Credit Idx 3.36% 3.57% 0.11% 6.25%
High Yield Credit Idx 6.76% 6.11% 0.36% -9.62%
Markit CDX No Am Inv Grade 96 84 10.53% -12.50%
Markit CDX No Am HiVol 196 168 7.69% -14.29%
High Yield to 10 yr T-Note Spread 498 394 9.75% -20.88%