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%