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%