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%