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%