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%