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%