Saturday, February 23, 2013

Market Data: Week Ending February 22, 2013


Market Index 12/31/ 2012 2/22/ 2013 Week Change Simple YTD %
Dow Industrials Avg 13,104.14 14,000.57 0.13% 6.84%
S&P 500 1,426.19 1,515.60 -0.28% 6.27%
Fed Funds Rate 0.09% 0.16% 0.00% 77.78%
10 yr T-note Yld 1.78% 1.97% -0.04% 10.67%
5 yr T-note Yld 0.72% 0.84% -0.03% 16.67%
5 yr TIPS - 'Real' Yld -1.37% -1.33% 0.03% 2.92%
Implied 5 yr Inflation % 1.72% 2.17% -0.06% 26.16%
2 yr T-note Yld 0.25% 0.27% -0.02% 8.00%
2-10 Yr Slope 1.64% 1.70% -0.02% 3.66%
90 day T-bill Yld 0.05% 0.13% 0.03% 160.00%
Gold ($/oz) $1,664.00 $1,579.60 -$31.40 -5.07%
WTI Oil ($/brl) $91.74 $93.27 -$2.93 1.67%
VIX "Worry Index" 18.02 14.17 1.71 -21.37%





Credit Spreads 12/31/ 2012 2/22/ 2013 Week Change Simple YTD %
Inv Grade Credit Idx 3.36% 3.37% -0.03% 0.30%
High Yield Credit Idx 6.76% 6.08% 0.00% -10.06%
Markit CDX No Am Inv Grade 96 89 3.49% -7.29%
Markit CDX No Am HiVol 196 183 0.00% -6.63%
High Yield to 10 yr T-Note Spread 498 411 0.98% -17.47%

Saturday, February 16, 2013

Market Data: Week Ending February 15, 2013


Market Index 12/31/ 2012 2/15/ 2013 Week Change Simple YTD %
Dow Industrials Avg 13,104.14 13,981.76 -0.08% 6.70%
S&P 500 1,426.19 1,519.79 0.12% 6.56%
Fed Funds Rate 0.09% 0.16% 0.00% 77.78%
10 yr T-note Yld 1.78% 2.01% 0.02% 12.92%
5 yr T-note Yld 0.72% 0.87% 0.03% 20.83%
5 yr TIPS - 'Real' Yld -1.37% -1.36% 0.10% 0.73%
Implied 5 yr Inflation % 1.72% 2.23% -0.07% 29.65%
2 yr T-note Yld 0.25% 0.29% 0.04% 16.00%
2-10 Yr Slope 1.64% 1.72% -0.02% 4.88%
90 day T-bill Yld 0.05% 0.10% 0.03% 100.00%
Gold ($/oz) $1,664.00 $1,611.00 -$57.20 -3.19%
WTI Oil ($/brl) $91.74 $96.20 $0.43 4.86%
VIX "Worry Index" 18.02 12.46 -0.56 -30.85%





Credit Spreads 12/31/ 2012 2/15/ 2013 Week Change Simple YTD %
Inv Grade Credit Idx 3.36% 3.40% 0.00% 1.19%
High Yield Credit Idx 6.76% 6.08% -0.03% -10.06%
Markit CDX No Am Inv Grade 96 86 -4.44% -10.42%
Markit CDX No Am HiVol 196 183 -4.19% -6.63%
High Yield to 10 yr T-Note Spread 498 407 -1.21% -18.27%

Sunday, February 10, 2013

Market Data: Week Ending February 8, 2013


Market Index 12/31/ 2012 2/8/   2013 Week Change Simple YTD %
Dow Industrials Avg 13,104.14 13,992.97 -0.12% 6.78%
S&P 500 1,426.19 1,517.93 0.31% 6.43%
Fed Funds Rate 0.09% 0.16% 0.00% 77.78%
10 yr T-note Yld 1.78% 1.99% -0.05% 11.80%
5 yr T-note Yld 0.72% 0.84% -0.04% 16.67%
5 yr TIPS - 'Real' Yld -1.37% -1.46% -0.01% -6.57%
Implied 5 yr Inflation % 1.72% 2.30% -0.03% 33.72%
2 yr T-note Yld 0.25% 0.25% -0.02% 0.00%
2-10 Yr Slope 1.64% 1.74% -0.03% 6.10%
90 day T-bill Yld 0.05% 0.07% 0.01% 40.00%
Gold ($/oz) $1,664.00 $1,668.20 $0.60 0.25%
WTI Oil ($/brl) $91.74 $95.77 -$1.83 4.39%
VIX "Worry Index" 18.02 13.02 0.12 -27.75%





Credit Spreads 12/31/ 2012 2/8/   2013 Week Change Simple YTD %
Inv Grade Credit Idx 3.36% 3.40% 0.01% 1.19%
High Yield Credit Idx 6.76% 6.11% 0.15% -9.62%
Markit CDX No Am Inv Grade 96 90 1.12% -6.25%
Markit CDX No Am HiVol 196 191 0.00% -2.55%
High Yield to 10 yr T-Note Spread 498 412 5.10% -17.27%

Sunday, February 3, 2013

Market Data & Graphs: Week Ending February 1, 2013


Market Index 12/31/ 2012 2/1/   2013 Week Change Simple YTD %
Dow Industrials Avg 13,104.14 14,009.79 0.81% 6.91%
S&P 500 1,426.19 1,513.17 0.67% 6.10%
Fed Funds Rate 0.09% 0.16% 0.00% 77.78%
10 yr T-note Yld 1.78% 2.04% 0.06% 14.61%
5 yr T-note Yld 0.72% 0.88% 0.01% 22.22%
5 yr TIPS - 'Real' Yld -1.37% -1.45% -0.01% -5.84%
Implied 5 yr Inflation % 1.72% 2.33% 0.02% 35.47%
2 yr T-note Yld 0.25% 0.27% -0.01% 8.00%
2-10 Yr Slope 1.64% 1.77% 0.07% 7.93%
90 day T-bill Yld 0.05% 0.06% -0.02% 20.00%
Gold ($/oz) $1,664.00 $1,667.60 $8.80 0.22%
WTI Oil ($/brl) $91.74 $97.60 $1.54 6.39%
VIX "Worry Index" 18.02 12.9 0.01 -28.41%





Credit Spreads 12/31/ 2012 2/1/   2013 Week Change Simple YTD %
Inv Grade Credit Idx 3.36% 3.39% 0.06% 0.89%
High Yield Credit Idx 6.76% 5.96% 0.15% -11.83%
Markit CDX No Am Inv Grade 96 89 2.30% -7.29%
Markit CDX No Am HiVol 196 191 0.53% -2.55%
High Yield to 10 yr T-Note Spread 498 392 2.35% -21.29%