Saturday, October 26, 2013

Market Data: Week Ending October 25, 2013


Market Index 12/31/ 2012 10/25/ 2013 Week Change Simple YTD %
Dow Industrials Avg 13,104.14 15,570.28 1.10% 18.82%
S&P 500 1,426.19 1,759.77 0.87% 23.39%
Fed Funds Rate 0.09% 0.08% -0.03% -11.11%
10 yr T-note Yld 1.78% 2.53% -0.07% 42.13%
5 yr T-note Yld 0.72% 1.30% -0.05% 80.56%
5 yr TIPS - 'Real' Yld -1.37% -0.46% -0.04% 66.42%
Implied 5 yr Inflation % 1.72% 1.76% -0.01% 2.33%
2 yr T-note Yld 0.25% 0.32% -0.01% 28.00%
2-10 Yr Slope 1.64% 2.21% -0.06% 34.76%
90 day T-bill Yld 0.05% 0.04% 0.00% -20.00%
Gold ($/oz) $1,664.00 $1,352.50 $36.40 -18.72%
WTI Oil ($/brl) $91.74 $97.90 -$2.96 6.71%
VIX "Worry Index" 18.02 13.09 0.05 -27.36%





Credit Spreads 12/31/ 2012 10/25/ 2013 Week Change Simple YTD %
Inv Grade Credit Idx 3.36% 3.75% 0.00% 11.61%
High Yield Credit Idx 6.76% 5.92% -0.07% -12.43%
Markit CDX No Am Inv Grade 96 72 1.41% -25.00%
Markit CDX No Am HiVol 196 163 -0.61% -16.84%
High Yield to 10 yr T-Note Spread 498 339 0.00% -31.93%

Sunday, October 20, 2013

Market Data: Week Ending October 18, 2013


Market Index 12/31/ 2012 10/18/ 2013 Week Change Simple YTD %
Dow Industrials Avg 13,104.14 15,399.65 1.06% 17.52%
S&P 500 1,426.19 1,744.50 2.37% 22.32%
Fed Funds Rate 0.09% 0.11% 0.03% 22.22%
10 yr T-note Yld 1.78% 2.60% -0.10% 46.07%
5 yr T-note Yld 0.72% 1.35% -0.07% 87.50%
5 yr TIPS - 'Real' Yld -1.37% -0.42% -0.05% 69.34%
Implied 5 yr Inflation % 1.72% 1.77% -0.02% 2.91%
2 yr T-note Yld 0.25% 0.33% -0.02% 32.00%
2-10 Yr Slope 1.64% 2.27% -0.08% 38.41%
90 day T-bill Yld 0.05% 0.04% -0.04% -20.00%
Gold ($/oz) $1,664.00 $1,316.10 $43.50 -20.91%
WTI Oil ($/brl) $91.74 $100.86 -$0.88 9.94%
VIX "Worry Index" 18.02 13.04 -2.68 -27.64%





Credit Spreads 12/31/ 2012 10/18/ 2013 Week Change Simple YTD %
Inv Grade Credit Idx 3.36% 3.75% -0.16% 11.61%
High Yield Credit Idx 6.76% 5.99% -0.25% -11.39%
Markit CDX No Am Inv Grade 96 71 -7.79% -26.04%
Markit CDX No Am HiVol 196 164 -3.53% -16.33%
High Yield to 10 yr T-Note Spread 498 339 -4.24% -31.93%

Sunday, October 13, 2013

Market Data: Week Ending October 11, 2013


Market Index 12/31/ 2012 10/11/ 2013 Week Change Simple YTD %
Dow Industrials Avg 13,104.14 15,237.11 1.08% 16.28%
S&P 500 1,426.19 1,703.20 0.75% 19.42%
Fed Funds Rate 0.09% 0.08% 0.00% -11.11%
10 yr T-note Yld 1.78% 2.70% 0.04% 51.69%
5 yr T-note Yld 0.72% 1.42% 0.01% 97.22%
5 yr TIPS - 'Real' Yld -1.37% -0.37% 0.04% 72.99%
Implied 5 yr Inflation % 1.72% 1.79% -0.03% 4.07%
2 yr T-note Yld 0.25% 0.35% 0.02% 40.00%
2-10 Yr Slope 1.64% 2.35% 0.02% 43.29%
90 day T-bill Yld 0.05% 0.08% 0.05% 60.00%
Gold ($/oz) $1,664.00 $1,272.60 -$38.60 -23.52%
WTI Oil ($/brl) $91.74 $101.74 -$1.93 10.90%
VIX "Worry Index" 18.02 15.72 -1.02 -12.76%





Credit Spreads 12/31/ 2012 10/11/ 2013 Week Change Simple YTD %
Inv Grade Credit Idx 3.36% 3.91% -0.02% 16.37%
High Yield Credit Idx 6.76% 6.24% -0.05% -7.69%
Markit CDX No Am Inv Grade 96 77 -4.94% -19.79%
Markit CDX No Am HiVol 196 170 -3.41% -13.27%
High Yield to 10 yr T-Note Spread 498 354 -2.48% -28.92%

Sunday, October 6, 2013

Market Data & Graphs: Week Ending October 4, 2013


Market Index 12/31/ 2012 10/4/ 2013 Week Change Simple YTD %
Dow Industrials Avg 13,104.14 15,072.58 -1.23% 15.02%
S&P 500 1,426.19 1,690.50 -0.07% 18.53%
Fed Funds Rate 0.09% 0.08% 0.00% -11.11%
10 yr T-note Yld 1.78% 2.66% 0.02% 49.44%
5 yr T-note Yld 0.72% 1.41% 0.01% 95.83%
5 yr TIPS - 'Real' Yld -1.37% -0.41% -0.07% 70.07%
Implied 5 yr Inflation % 1.72% 1.82% 0.08% 5.81%
2 yr T-note Yld 0.25% 0.33% -0.01% 32.00%
2-10 Yr Slope 1.64% 2.33% 0.03% 42.07%
90 day T-bill Yld 0.05% 0.03% 0.01% -40.00%
Gold ($/oz) $1,664.00 $1,311.20 -$25.50 -21.20%
WTI Oil ($/brl) $91.74 $103.67 $0.89 13.00%
VIX "Worry Index" 18.02 16.74 1.28 -7.10%





Credit Spreads 12/31/ 2012 10/4/ 2013 Week Change Simple YTD %
Inv Grade Credit Idx 3.36% 3.93% -0.02% 16.96%
High Yield Credit Idx 6.76% 6.29% -0.01% -6.95%
Markit CDX No Am Inv Grade 96 81 1.25% -15.63%
Markit CDX No Am HiVol 196 176 1.15% -10.20%
High Yield to 10 yr T-Note Spread 498 363 -0.82% -27.11%