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%