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%