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%