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%