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%