Monday, July 29, 2013

Market Data: Week Ending July 26, 2013


Market Index 12/31/ 2012 7/26/ 2013 Week Change Simple YTD %
Dow Industrials Avg 13,104.14 15,558.83 0.10% 18.73%
S&P 500 1,426.19 1,691.65 -0.03% 18.61%
Fed Funds Rate 0.09% 0.09% 0.00% 0.00%
10 yr T-note Yld 1.78% 2.58% 0.08% 44.94%
5 yr T-note Yld 0.72% 1.36% 0.05% 88.89%
5 yr TIPS - 'Real' Yld -1.37% -0.45% 0.09% 67.15%
Implied 5 yr Inflation % 1.72% 1.81% -0.04% 5.23%
2 yr T-note Yld 0.25% 0.31% -0.01% 24.00%
2-10 Yr Slope 1.64% 2.27% 0.09% 38.41%
90 day T-bill Yld 0.05% 0.03% 0.00% -40.00%
Gold ($/oz) $1,664.00 $1,331.90 $36.90 -19.96%
WTI Oil ($/brl) $91.74 $104.70 -$3.46 14.13%
VIX "Worry Index" 18.02 12.72 0.18 -29.41%





Credit Spreads 12/31/ 2012 7/26/ 2013 Week Change Simple YTD %
Inv Grade Credit Idx 3.36% 3.89% 0.07% 15.77%
High Yield Credit Idx 6.76% 6.17% 0.21% -8.73%
Markit CDX No Am Inv Grade 96 76 2.70% -20.83%
Markit CDX No Am HiVol 196 160 1.27% -18.37%
High Yield to 10 yr T-Note Spread 498 359 3.76% -27.91%

Sunday, July 21, 2013

Market Data: Week Ending July 19, 2013


Market Index 12/31/ 2012 7/19/ 2013 Week Change Simple YTD %
Dow Industrials Avg 13,104.14 15,543.74 0.51% 18.62%
S&P 500 1,426.19 1,692.09 0.70% 18.64%
Fed Funds Rate 0.09% 0.09% -0.02% 0.00%
10 yr T-note Yld 1.78% 2.50% -0.11% 40.45%
5 yr T-note Yld 0.72% 1.31% -0.12% 81.94%
5 yr TIPS - 'Real' Yld -1.37% -0.54% -0.12% 60.58%
Implied 5 yr Inflation % 1.72% 1.85% 0.00% 7.56%
2 yr T-note Yld 0.25% 0.32% -0.05% 28.00%
2-10 Yr Slope 1.64% 2.18% -0.06% 32.93%
90 day T-bill Yld 0.05% 0.03% -0.01% -40.00%
Gold ($/oz) $1,664.00 $1,295.00 $11.60 -22.18%
WTI Oil ($/brl) $91.74 $108.16 $1.92 17.90%
VIX "Worry Index" 18.02 12.54 -1.3 -30.41%





Credit Spreads 12/31/ 2012 7/19/ 2013 Week Change Simple YTD %
Inv Grade Credit Idx 3.36% 3.82% -0.12% 13.69%
High Yield Credit Idx 6.76% 5.96% -0.35% -11.83%
Markit CDX No Am Inv Grade 96 74 -5.13% -22.92%
Markit CDX No Am HiVol 196 158 -3.66% -19.39%
High Yield to 10 yr T-Note Spread 498 346 -6.49% -30.52%

Saturday, July 13, 2013

Market Data: Week Ending July 12,2013


Market Index 12/31/ 2012 7/12/ 2013 Week Change Simple YTD %
Dow Industrials Avg 13,104.14 15,464.30 2.12% 18.01%
S&P 500 1,426.19 1,680.19 2.87% 17.81%
Fed Funds Rate 0.09% 0.11% 0.00% 22.22%
10 yr T-note Yld 1.78% 2.61% -0.12% 46.63%
5 yr T-note Yld 0.72% 1.43% -0.17% 98.61%
5 yr TIPS - 'Real' Yld -1.37% -0.42% -0.01% 69.34%
Implied 5 yr Inflation % 1.72% 1.85% -0.16% 7.56%
2 yr T-note Yld 0.25% 0.37% -0.03% 48.00%
2-10 Yr Slope 1.64% 2.24% -0.09% 36.59%
90 day T-bill Yld 0.05% 0.04% 0.00% -20.00%
Gold ($/oz) $1,664.00 $1,283.40 $70.70 -22.87%
WTI Oil ($/brl) $91.74 $106.24 $2.61 15.81%
VIX "Worry Index" 18.02 13.84 -1.05 -23.20%





Credit Spreads 12/31/ 2012 7/12/ 2013 Week Change Simple YTD %
Inv Grade Credit Idx 3.36% 3.94% -0.12% 17.26%
High Yield Credit Idx 6.76% 6.31% -0.27% -6.66%
Markit CDX No Am Inv Grade 96 78 -8.24% -18.75%
Markit CDX No Am HiVol 196 164 -5.75% -16.33%
High Yield to 10 yr T-Note Spread 498 370 -3.90% -25.70%

Sunday, July 7, 2013

Market Data: Week Ending July 5, 2013


Market Index 12/31/ 2012 7/5/   2013 Week Change Simple YTD %
Dow Industrials Avg 13,104.14 15,135.84 1.49% 15.50%
S&P 500 1,426.19 1,631.89 1.57% 14.42%
Fed Funds Rate 0.09% 0.11% 0.00% 22.22%
10 yr T-note Yld 1.78% 2.73% 0.21% 53.37%
5 yr T-note Yld 0.72% 1.60% 0.19% 122.22%
5 yr TIPS - 'Real' Yld -1.37% -0.41% -0.06% 70.07%
Implied 5 yr Inflation % 1.72% 2.01% 0.25% 16.86%
2 yr T-note Yld 0.25% 0.40% 0.04% 60.00%
2-10 Yr Slope 1.64% 2.33% 0.17% 42.07%
90 day T-bill Yld 0.05% 0.04% 0.00% -20.00%
Gold ($/oz) $1,664.00 $1,212.70 -$19.40 -27.12%
WTI Oil ($/brl) $91.74 $103.63 $7.04 12.96%
VIX "Worry Index" 18.02 14.89 -1.97 -17.37%





Credit Spreads 12/31/ 2012 7/5/   2013 Week Change Simple YTD %
Inv Grade Credit Idx 3.36% 4.06% 0.11% 20.83%
High Yield Credit Idx 6.76% 6.58% -0.04% -2.66%
Markit CDX No Am Inv Grade 96 85 -1.16% -11.46%
Markit CDX No Am HiVol 196 174 -0.57% -11.22%
High Yield to 10 yr T-Note Spread 498 385 -6.10% -22.69%