Sunday, September 29, 2013

Market Data: Week Ending September 27, 2013


Market Index 12/31/ 2012 9/27/ 2013 Week Change Simple YTD %
Dow Industrials Avg 13,104.14 15,258.24 -1.26% 16.44%
S&P 500 1,426.19 1,691.75 -1.07% 18.62%
Fed Funds Rate 0.09% 0.08% 0.00% -11.11%
10 yr T-note Yld 1.78% 2.64% -0.11% 48.31%
5 yr T-note Yld 0.72% 1.40% -0.10% 94.44%
5 yr TIPS - 'Real' Yld -1.37% -0.34% 0.20% 75.18%
Implied 5 yr Inflation % 1.72% 1.74% -0.30% 1.16%
2 yr T-note Yld 0.25% 0.34% 0.00% 36.00%
2-10 Yr Slope 1.64% 2.30% -0.11% 40.24%
90 day T-bill Yld 0.05% 0.02% 0.01% -60.00%
Gold ($/oz) $1,664.00 $1,336.70 $11.10 -19.67%
WTI Oil ($/brl) $91.74 $102.78 -$2.03 12.03%
VIX "Worry Index" 18.02 15..46 #VALUE! #VALUE!





Credit Spreads 12/31/ 2012 9/27/ 2013 Week Change Simple YTD %
Inv Grade Credit Idx 3.36% 3.95% -0.06% 17.56%
High Yield Credit Idx 6.76% 6.30% 0.11% -6.80%
Markit CDX No Am Inv Grade 96 80 1.27% -16.67%
Markit CDX No Am HiVol 196 174 19.18% -11.22%
High Yield to 10 yr T-Note Spread 498 366 6.40% -26.51%

Saturday, September 21, 2013

Market Data: Week Ending September 20, 2013


Market Index 12/31/ 2012 9/20/ 2013 Week Change Simple YTD %
Dow Industrials Avg 13,104.14 15,451.09 0.49% 17.91%
S&P 500 1,426.19 1,709.91 1.28% 19.89%
Fed Funds Rate 0.09% 0.08% 0.00% -11.11%
10 yr T-note Yld 1.78% 2.75% -0.15% 54.49%
5 yr T-note Yld 0.72% 1.50% -0.21% 108.33%
5 yr TIPS - 'Real' Yld -1.37% -0.54% -0.51% 60.58%
Implied 5 yr Inflation % 1.72% 2.04% 0.30% 18.60%
2 yr T-note Yld 0.25% 0.34% -0.11% 36.00%
2-10 Yr Slope 1.64% 2.41% -0.04% 46.95%
90 day T-bill Yld 0.05% 0.01% 0.00% -80.00%
Gold ($/oz) $1,664.00 $1,325.60 -$2.00 -20.34%
WTI Oil ($/brl) $91.74 $104.81 -$3.79 14.25%
VIX "Worry Index" 18.02 13.12 -1.04 -27.19%





Credit Spreads 12/31/ 2012 9/20/ 2013 Week Change Simple YTD %
Inv Grade Credit Idx 3.36% 4.01% -0.17% 19.35%
High Yield Credit Idx 6.76% 6.19% -0.27% -8.43%
Markit CDX No Am Inv Grade 96 79 1.28% -17.71%
Markit CDX No Am HiVol 196 146 -7.01% -25.51%
High Yield to 10 yr T-Note Spread 498 344 -3.37% -30.92%

Sunday, September 15, 2013

Market Data: Week Ending September 13, 2013


Market Index 12/31/ 2012 9/13/ 2013 Week Change Simple YTD %
Dow Industrials Avg 13,104.14 15,376.06 2.95% 17.34%
S&P 500 1,426.19 1,687.99 1.94% 18.36%
Fed Funds Rate 0.09% 0.08% -0.01% -11.11%
10 yr T-note Yld 1.78% 2.90% -0.04% 62.92%
5 yr T-note Yld 0.72% 1.71% -0.06% 137.50%
5 yr TIPS - 'Real' Yld -1.37% -0.03% -0.17% 97.81%
Implied 5 yr Inflation % 1.72% 1.74% 0.11% 1.16%
2 yr T-note Yld 0.25% 0.45% -0.01% 80.00%
2-10 Yr Slope 1.64% 2.45% -0.03% 49.39%
90 day T-bill Yld 0.05% 0.01% -0.01% -80.00%
Gold ($/oz) $1,664.00 $1,327.60 -$63.40 -20.22%
WTI Oil ($/brl) $91.74 $108.60 -$1.71 18.38%
VIX "Worry Index" 18.02 14.16 -1.69 -21.42%





Credit Spreads 12/31/ 2012 9/13/ 2013 Week Change Simple YTD %
Inv Grade Credit Idx 3.36% 4.18% -0.02% 24.40%
High Yield Credit Idx 6.76% 6.46% -0.11% -4.44%
Markit CDX No Am Inv Grade 96 78 -7.14% -18.75%
Markit CDX No Am HiVol 196 157 -2.48% -19.90%
High Yield to 10 yr T-Note Spread 498 356 -1.93% -28.51%

Saturday, September 7, 2013

Market Data: Week Ending September 6, 2013


Market Index 12/31/ 2012 9/6/   2013 Week Change Simple YTD %
Dow Industrials Avg 13,104.14 14,922.50 0.75% 13.88%
S&P 500 1,426.19 1,655.17 1.34% 16.06%
Fed Funds Rate 0.09% 0.09% 0.00% 0.00%
10 yr T-note Yld 1.78% 2.94% 0.16% 65.17%
5 yr T-note Yld 0.72% 1.77% 0.15% 145.83%
5 yr TIPS - 'Real' Yld -1.37% 0.14% 0.41% 110.22%
Implied 5 yr Inflation % 1.72% 1.63% -0.26% -5.23%
2 yr T-note Yld 0.25% 0.46% 0.07% 84.00%
2-10 Yr Slope 1.64% 2.48% 0.09% 51.22%
90 day T-bill Yld 0.05% 0.02% -0.01% -60.00%
Gold ($/oz) $1,664.00 $1,391.00 -$5.20 -16.41%
WTI Oil ($/brl) $91.74 $110.31 $2.55 20.24%
VIX "Worry Index" 18.02 15.85 -1.16 -12.04%





Credit Spreads 12/31/ 2012 9/6/   2013 Week Change Simple YTD %
Inv Grade Credit Idx 3.36% 4.20% 0.13% 25.00%
High Yield Credit Idx 6.76% 6.57% 0.09% -2.81%
Markit CDX No Am Inv Grade 96 84 1.20% -12.50%
Markit CDX No Am HiVol 196 161 -0.62% -17.86%
High Yield to 10 yr T-Note Spread 498 363 -1.89% -27.11%

Sunday, September 1, 2013

Market Data & Graphs: Week Ending August 30,2013


Market Index 12/31/ 2012 8/30/ 2013 Week Change Simple YTD %
Dow Industrials Avg 13,104.14 14,810.31 -1.35% 13.02%
S&P 500 1,426.19 1,632.97 -1.87% 14.50%
Fed Funds Rate 0.09% 0.09% -0.01% 0.00%
10 yr T-note Yld 1.78% 2.78% -0.04% 56.18%
5 yr T-note Yld 0.72% 1.62% -0.04% 125.00%
5 yr TIPS - 'Real' Yld -1.37% -0.27% 0.00% 80.29%
Implied 5 yr Inflation % 1.72% 1.89% -0.04% 9.88%
2 yr T-note Yld 0.25% 0.39% -0.01% 56.00%
2-10 Yr Slope 1.64% 2.39% -0.03% 45.73%
90 day T-bill Yld 0.05% 0.03% 0.00% -40.00%
Gold ($/oz) $1,664.00 $1,396.20 -$0.10 -16.09%
WTI Oil ($/brl) $91.74 $107.76 $1.44 17.46%
VIX "Worry Index" 18.02 17.01 3.03 -5.60%





Credit Spreads 12/31/ 2012 8/30/ 2013 Week Change Simple YTD %
Inv Grade Credit Idx 3.36% 4.07% -0.10% 21.13%
High Yield Credit Idx 6.76% 6.48% -0.07% -4.14%
Markit CDX No Am Inv Grade 96 83 2.47% -13.54%
Markit CDX No Am HiVol 196 162 0.00% -17.35%
High Yield to 10 yr T-Note Spread 498 370 -0.80% -25.70%