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%