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%