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%