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%