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%