Sunday, August 25, 2013

Market Data: Week Ending August 23,2013


Market Index 12/31/ 2012 8/23/ 2013 Week Change Simple YTD %
Dow Industrials Avg 13,104.14 15,010.51 -0.47% 14.55%
S&P 500 1,426.19 1,663.50 0.46% 16.64%
Fed Funds Rate 0.09% 0.10% 0.01% 11.11%
10 yr T-note Yld 1.78% 2.82% -0.02% 58.43%
5 yr T-note Yld 0.72% 1.66% 0.06% 130.56%
5 yr TIPS - 'Real' Yld -1.37% -0.27% 0.02% 80.29%
Implied 5 yr Inflation % 1.72% 1.93% 0.04% 12.21%
2 yr T-note Yld 0.25% 0.40% 0.04% 60.00%
2-10 Yr Slope 1.64% 2.42% -0.06% 47.56%
90 day T-bill Yld 0.05% 0.03% -0.02% -40.00%
Gold ($/oz) $1,664.00 $1,396.30 $20.80 -16.09%
WTI Oil ($/brl) $91.74 $106.32 -$1.18 15.89%
VIX "Worry Index" 18.02 13.98 -0.39 -22.42%





Credit Spreads 12/31/ 2012 8/23/ 2013 Week Change Simple YTD %
Inv Grade Credit Idx 3.36% 4.17% 0.04% 24.11%
High Yield Credit Idx 6.76% 6.55% 0.09% -3.11%
Markit CDX No Am Inv Grade 96 81 1.25% -15.63%
Markit CDX No Am HiVol 196 162 2.53% -17.35%
High Yield to 10 yr T-Note Spread 498 373 3.04% -25.10%

Saturday, August 17, 2013

Market Data: Week Ending August 16, 2013


Market Index 12/31/ 2012 8/16/ 2013 Week Change Simple YTD %
Dow Industrials Avg 13,104.14 15,081.47 -2.28% 15.09%
S&P 500 1,426.19 1,655.83 -2.15% 16.10%
Fed Funds Rate 0.09% 0.09% 0.00% 0.00%
10 yr T-note Yld 1.78% 2.84% 0.27% 59.55%
5 yr T-note Yld 0.72% 1.60% 0.24% 122.22%
5 yr TIPS - 'Real' Yld -1.37% -0.29% 0.25% 78.83%
Implied 5 yr Inflation % 1.72% 1.89% -0.01% 9.88%
2 yr T-note Yld 0.25% 0.36% 0.04% 44.00%
2-10 Yr Slope 1.64% 2.48% 0.23% 51.22%
90 day T-bill Yld 0.05% 0.05% 0.00% 0.00%
Gold ($/oz) $1,664.00 $1,375.50 $62.00 -17.34%
WTI Oil ($/brl) $91.74 $107.50 $1.58 17.18%
VIX "Worry Index" 18.02 14.37 0.96 -20.26%





Credit Spreads 12/31/ 2012 8/16/ 2013 Week Change Simple YTD %
Inv Grade Credit Idx 3.36% 4.13% 0.21% 22.92%
High Yield Credit Idx 6.76% 6.46% 0.11% -4.44%
Markit CDX No Am Inv Grade 96 80 6.67% -16.67%
Markit CDX No Am HiVol 196 158 0.64% -19.39%
High Yield to 10 yr T-Note Spread 498 362 -4.23% -27.31%

Saturday, August 10, 2013

Market Data: Week Ending August 9, 2013


Market Index 12/31/ 2012 8/9/   2013 Week Change Simple YTD %
Dow Industrials Avg 13,104.14 15,425.51 -1.51% 17.71%
S&P 500 1,426.19 1,691.42 -1.08% 18.60%
Fed Funds Rate 0.09% 0.09% 0.00% 0.00%
10 yr T-note Yld 1.78% 2.57% -0.06% 44.38%
5 yr T-note Yld 0.72% 1.36% 0.00% 88.89%
5 yr TIPS - 'Real' Yld -1.37% -0.54% -0.09% 60.58%
Implied 5 yr Inflation % 1.72% 1.90% 0.09% 10.47%
2 yr T-note Yld 0.25% 0.32% 0.02% 28.00%
2-10 Yr Slope 1.64% 2.25% -0.08% 37.20%
90 day T-bill Yld 0.05% 0.05% 0.01% 0.00%
Gold ($/oz) $1,664.00 $1,313.50 $0.70 -21.06%
WTI Oil ($/brl) $91.74 $105.92 -$1.04 15.46%
VIX "Worry Index" 18.02 13.41 1.43 -25.58%





Credit Spreads 12/31/ 2012 8/9/   2013 Week Change Simple YTD %
Inv Grade Credit Idx 3.36% 3.92% 0.00% 16.67%
High Yield Credit Idx 6.76% 6.35% 0.12% -6.07%
Markit CDX No Am Inv Grade 96 75 1.35% -21.88%
Markit CDX No Am HiVol 196 157 0.64% -19.90%
High Yield to 10 yr T-Note Spread 498 378 5.00% -24.10%

Sunday, August 4, 2013

Market Data & Graphs: Week Ending August 2, 2013


Market Index 12/31/ 2012 8/2/    2013 Week Change Simple YTD %
Dow Industrials Avg 13,104.14 15,658.36 0.64% 19.49%
S&P 500 1,426.19 1,709.67 1.05% 19.88%
Fed Funds Rate 0.09% 0.09% 0.00% 0.00%
10 yr T-note Yld 1.78% 2.63% 0.05% 47.75%
5 yr T-note Yld 0.72% 1.36% 0.00% 88.89%
5 yr TIPS - 'Real' Yld -1.37% -0.45% 0.00% 67.15%
Implied 5 yr Inflation % 1.72% 1.81% 0.00% 5.23%
2 yr T-note Yld 0.25% 0.30% -0.01% 20.00%
2-10 Yr Slope 1.64% 2.33% 0.06% 42.07%
90 day T-bill Yld 0.05% 0.04% 0.01% -20.00%
Gold ($/oz) $1,664.00 $1,312.80 -$19.10 -21.11%
WTI Oil ($/brl) $91.74 $106.96 $2.26 16.59%
VIX "Worry Index" 18.02 11.98 -0.74 -33.52%





Credit Spreads 12/31/ 2012 8/2/    2013 Week Change Simple YTD %
Inv Grade Credit Idx 3.36% 3.92% 0.03% 16.67%
High Yield Credit Idx 6.76% 6.23% 0.06% -7.84%
Markit CDX No Am Inv Grade 96 74 -2.63% -22.92%
Markit CDX No Am HiVol 196 156 -2.50% -20.41%
High Yield to 10 yr T-Note Spread 498 360 0.28% -27.71%