| Market Index | 12/31/ 2012 | 8/23/ 2013 | Week Change | Simple YTD % |
| Dow Industrials Avg | 13,104.14 | 15,010.51 | -0.47% | 14.55% |
| S&P 500 | 1,426.19 | 1,663.50 | 0.46% | 16.64% |
| Fed Funds Rate | 0.09% | 0.10% | 0.01% | 11.11% |
| 10 yr T-note Yld | 1.78% | 2.82% | -0.02% | 58.43% |
| 5 yr T-note Yld | 0.72% | 1.66% | 0.06% | 130.56% |
| 5 yr TIPS - 'Real' Yld | -1.37% | -0.27% | 0.02% | 80.29% |
| Implied 5 yr Inflation % | 1.72% | 1.93% | 0.04% | 12.21% |
| 2 yr T-note Yld | 0.25% | 0.40% | 0.04% | 60.00% |
| 2-10 Yr Slope | 1.64% | 2.42% | -0.06% | 47.56% |
| 90 day T-bill Yld | 0.05% | 0.03% | -0.02% | -40.00% |
| Gold ($/oz) | $1,664.00 | $1,396.30 | $20.80 | -16.09% |
| WTI Oil ($/brl) | $91.74 | $106.32 | -$1.18 | 15.89% |
| VIX "Worry Index" | 18.02 | 13.98 | -0.39 | -22.42% |
| Credit Spreads | 12/31/ 2012 | 8/23/ 2013 | Week Change | Simple YTD % |
| Inv Grade Credit Idx | 3.36% | 4.17% | 0.04% | 24.11% |
| High Yield Credit Idx | 6.76% | 6.55% | 0.09% | -3.11% |
| Markit CDX No Am Inv Grade | 96 | 81 | 1.25% | -15.63% |
| Markit CDX No Am HiVol | 196 | 162 | 2.53% | -17.35% |
| High Yield to 10 yr T-Note Spread | 498 | 373 | 3.04% | -25.10% |
Sunday, August 25, 2013
Market Data: Week Ending August 23,2013
Saturday, August 17, 2013
Market Data: Week Ending August 16, 2013
| Market Index | 12/31/ 2012 | 8/16/ 2013 | Week Change | Simple YTD % |
| Dow Industrials Avg | 13,104.14 | 15,081.47 | -2.28% | 15.09% |
| S&P 500 | 1,426.19 | 1,655.83 | -2.15% | 16.10% |
| Fed Funds Rate | 0.09% | 0.09% | 0.00% | 0.00% |
| 10 yr T-note Yld | 1.78% | 2.84% | 0.27% | 59.55% |
| 5 yr T-note Yld | 0.72% | 1.60% | 0.24% | 122.22% |
| 5 yr TIPS - 'Real' Yld | -1.37% | -0.29% | 0.25% | 78.83% |
| Implied 5 yr Inflation % | 1.72% | 1.89% | -0.01% | 9.88% |
| 2 yr T-note Yld | 0.25% | 0.36% | 0.04% | 44.00% |
| 2-10 Yr Slope | 1.64% | 2.48% | 0.23% | 51.22% |
| 90 day T-bill Yld | 0.05% | 0.05% | 0.00% | 0.00% |
| Gold ($/oz) | $1,664.00 | $1,375.50 | $62.00 | -17.34% |
| WTI Oil ($/brl) | $91.74 | $107.50 | $1.58 | 17.18% |
| VIX "Worry Index" | 18.02 | 14.37 | 0.96 | -20.26% |
| Credit Spreads | 12/31/ 2012 | 8/16/ 2013 | Week Change | Simple YTD % |
| Inv Grade Credit Idx | 3.36% | 4.13% | 0.21% | 22.92% |
| High Yield Credit Idx | 6.76% | 6.46% | 0.11% | -4.44% |
| Markit CDX No Am Inv Grade | 96 | 80 | 6.67% | -16.67% |
| Markit CDX No Am HiVol | 196 | 158 | 0.64% | -19.39% |
| High Yield to 10 yr T-Note Spread | 498 | 362 | -4.23% | -27.31% |
Saturday, August 10, 2013
Market Data: Week Ending August 9, 2013
| Market Index | 12/31/ 2012 | 8/9/ 2013 | Week Change | Simple YTD % |
| Dow Industrials Avg | 13,104.14 | 15,425.51 | -1.51% | 17.71% |
| S&P 500 | 1,426.19 | 1,691.42 | -1.08% | 18.60% |
| Fed Funds Rate | 0.09% | 0.09% | 0.00% | 0.00% |
| 10 yr T-note Yld | 1.78% | 2.57% | -0.06% | 44.38% |
| 5 yr T-note Yld | 0.72% | 1.36% | 0.00% | 88.89% |
| 5 yr TIPS - 'Real' Yld | -1.37% | -0.54% | -0.09% | 60.58% |
| Implied 5 yr Inflation % | 1.72% | 1.90% | 0.09% | 10.47% |
| 2 yr T-note Yld | 0.25% | 0.32% | 0.02% | 28.00% |
| 2-10 Yr Slope | 1.64% | 2.25% | -0.08% | 37.20% |
| 90 day T-bill Yld | 0.05% | 0.05% | 0.01% | 0.00% |
| Gold ($/oz) | $1,664.00 | $1,313.50 | $0.70 | -21.06% |
| WTI Oil ($/brl) | $91.74 | $105.92 | -$1.04 | 15.46% |
| VIX "Worry Index" | 18.02 | 13.41 | 1.43 | -25.58% |
| Credit Spreads | 12/31/ 2012 | 8/9/ 2013 | Week Change | Simple YTD % |
| Inv Grade Credit Idx | 3.36% | 3.92% | 0.00% | 16.67% |
| High Yield Credit Idx | 6.76% | 6.35% | 0.12% | -6.07% |
| Markit CDX No Am Inv Grade | 96 | 75 | 1.35% | -21.88% |
| Markit CDX No Am HiVol | 196 | 157 | 0.64% | -19.90% |
| High Yield to 10 yr T-Note Spread | 498 | 378 | 5.00% | -24.10% |
Sunday, August 4, 2013
Market Data & Graphs: Week Ending August 2, 2013
| Market Index | 12/31/ 2012 | 8/2/ 2013 | Week Change | Simple YTD % |
| Dow Industrials Avg | 13,104.14 | 15,658.36 | 0.64% | 19.49% |
| S&P 500 | 1,426.19 | 1,709.67 | 1.05% | 19.88% |
| Fed Funds Rate | 0.09% | 0.09% | 0.00% | 0.00% |
| 10 yr T-note Yld | 1.78% | 2.63% | 0.05% | 47.75% |
| 5 yr T-note Yld | 0.72% | 1.36% | 0.00% | 88.89% |
| 5 yr TIPS - 'Real' Yld | -1.37% | -0.45% | 0.00% | 67.15% |
| Implied 5 yr Inflation % | 1.72% | 1.81% | 0.00% | 5.23% |
| 2 yr T-note Yld | 0.25% | 0.30% | -0.01% | 20.00% |
| 2-10 Yr Slope | 1.64% | 2.33% | 0.06% | 42.07% |
| 90 day T-bill Yld | 0.05% | 0.04% | 0.01% | -20.00% |
| Gold ($/oz) | $1,664.00 | $1,312.80 | -$19.10 | -21.11% |
| WTI Oil ($/brl) | $91.74 | $106.96 | $2.26 | 16.59% |
| VIX "Worry Index" | 18.02 | 11.98 | -0.74 | -33.52% |
| Credit Spreads | 12/31/ 2012 | 8/2/ 2013 | Week Change | Simple YTD % |
| Inv Grade Credit Idx | 3.36% | 3.92% | 0.03% | 16.67% |
| High Yield Credit Idx | 6.76% | 6.23% | 0.06% | -7.84% |
| Markit CDX No Am Inv Grade | 96 | 74 | -2.63% | -22.92% |
| Markit CDX No Am HiVol | 196 | 156 | -2.50% | -20.41% |
| High Yield to 10 yr T-Note Spread | 498 | 360 | 0.28% | -27.71% |
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