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%