| Market Index | 12/31/ 2012 | 9/27/ 2013 | Week Change | Simple YTD % |
| Dow Industrials Avg | 13,104.14 | 15,258.24 | -1.26% | 16.44% |
| S&P 500 | 1,426.19 | 1,691.75 | -1.07% | 18.62% |
| Fed Funds Rate | 0.09% | 0.08% | 0.00% | -11.11% |
| 10 yr T-note Yld | 1.78% | 2.64% | -0.11% | 48.31% |
| 5 yr T-note Yld | 0.72% | 1.40% | -0.10% | 94.44% |
| 5 yr TIPS - 'Real' Yld | -1.37% | -0.34% | 0.20% | 75.18% |
| Implied 5 yr Inflation % | 1.72% | 1.74% | -0.30% | 1.16% |
| 2 yr T-note Yld | 0.25% | 0.34% | 0.00% | 36.00% |
| 2-10 Yr Slope | 1.64% | 2.30% | -0.11% | 40.24% |
| 90 day T-bill Yld | 0.05% | 0.02% | 0.01% | -60.00% |
| Gold ($/oz) | $1,664.00 | $1,336.70 | $11.10 | -19.67% |
| WTI Oil ($/brl) | $91.74 | $102.78 | -$2.03 | 12.03% |
| VIX "Worry Index" | 18.02 | 15..46 | #VALUE! | #VALUE! |
| Credit Spreads | 12/31/ 2012 | 9/27/ 2013 | Week Change | Simple YTD % |
| Inv Grade Credit Idx | 3.36% | 3.95% | -0.06% | 17.56% |
| High Yield Credit Idx | 6.76% | 6.30% | 0.11% | -6.80% |
| Markit CDX No Am Inv Grade | 96 | 80 | 1.27% | -16.67% |
| Markit CDX No Am HiVol | 196 | 174 | 19.18% | -11.22% |
| High Yield to 10 yr T-Note Spread | 498 | 366 | 6.40% | -26.51% |
Sunday, September 29, 2013
Market Data: Week Ending September 27, 2013
Saturday, September 21, 2013
Market Data: Week Ending September 20, 2013
| Market Index | 12/31/ 2012 | 9/20/ 2013 | Week Change | Simple YTD % |
| Dow Industrials Avg | 13,104.14 | 15,451.09 | 0.49% | 17.91% |
| S&P 500 | 1,426.19 | 1,709.91 | 1.28% | 19.89% |
| Fed Funds Rate | 0.09% | 0.08% | 0.00% | -11.11% |
| 10 yr T-note Yld | 1.78% | 2.75% | -0.15% | 54.49% |
| 5 yr T-note Yld | 0.72% | 1.50% | -0.21% | 108.33% |
| 5 yr TIPS - 'Real' Yld | -1.37% | -0.54% | -0.51% | 60.58% |
| Implied 5 yr Inflation % | 1.72% | 2.04% | 0.30% | 18.60% |
| 2 yr T-note Yld | 0.25% | 0.34% | -0.11% | 36.00% |
| 2-10 Yr Slope | 1.64% | 2.41% | -0.04% | 46.95% |
| 90 day T-bill Yld | 0.05% | 0.01% | 0.00% | -80.00% |
| Gold ($/oz) | $1,664.00 | $1,325.60 | -$2.00 | -20.34% |
| WTI Oil ($/brl) | $91.74 | $104.81 | -$3.79 | 14.25% |
| VIX "Worry Index" | 18.02 | 13.12 | -1.04 | -27.19% |
| Credit Spreads | 12/31/ 2012 | 9/20/ 2013 | Week Change | Simple YTD % |
| Inv Grade Credit Idx | 3.36% | 4.01% | -0.17% | 19.35% |
| High Yield Credit Idx | 6.76% | 6.19% | -0.27% | -8.43% |
| Markit CDX No Am Inv Grade | 96 | 79 | 1.28% | -17.71% |
| Markit CDX No Am HiVol | 196 | 146 | -7.01% | -25.51% |
| High Yield to 10 yr T-Note Spread | 498 | 344 | -3.37% | -30.92% |
Sunday, September 15, 2013
Market Data: Week Ending September 13, 2013
| Market Index | 12/31/ 2012 | 9/13/ 2013 | Week Change | Simple YTD % |
| Dow Industrials Avg | 13,104.14 | 15,376.06 | 2.95% | 17.34% |
| S&P 500 | 1,426.19 | 1,687.99 | 1.94% | 18.36% |
| Fed Funds Rate | 0.09% | 0.08% | -0.01% | -11.11% |
| 10 yr T-note Yld | 1.78% | 2.90% | -0.04% | 62.92% |
| 5 yr T-note Yld | 0.72% | 1.71% | -0.06% | 137.50% |
| 5 yr TIPS - 'Real' Yld | -1.37% | -0.03% | -0.17% | 97.81% |
| Implied 5 yr Inflation % | 1.72% | 1.74% | 0.11% | 1.16% |
| 2 yr T-note Yld | 0.25% | 0.45% | -0.01% | 80.00% |
| 2-10 Yr Slope | 1.64% | 2.45% | -0.03% | 49.39% |
| 90 day T-bill Yld | 0.05% | 0.01% | -0.01% | -80.00% |
| Gold ($/oz) | $1,664.00 | $1,327.60 | -$63.40 | -20.22% |
| WTI Oil ($/brl) | $91.74 | $108.60 | -$1.71 | 18.38% |
| VIX "Worry Index" | 18.02 | 14.16 | -1.69 | -21.42% |
| Credit Spreads | 12/31/ 2012 | 9/13/ 2013 | Week Change | Simple YTD % |
| Inv Grade Credit Idx | 3.36% | 4.18% | -0.02% | 24.40% |
| High Yield Credit Idx | 6.76% | 6.46% | -0.11% | -4.44% |
| Markit CDX No Am Inv Grade | 96 | 78 | -7.14% | -18.75% |
| Markit CDX No Am HiVol | 196 | 157 | -2.48% | -19.90% |
| High Yield to 10 yr T-Note Spread | 498 | 356 | -1.93% | -28.51% |
Saturday, September 7, 2013
Market Data: Week Ending September 6, 2013
| Market Index | 12/31/ 2012 | 9/6/ 2013 | Week Change | Simple YTD % |
| Dow Industrials Avg | 13,104.14 | 14,922.50 | 0.75% | 13.88% |
| S&P 500 | 1,426.19 | 1,655.17 | 1.34% | 16.06% |
| Fed Funds Rate | 0.09% | 0.09% | 0.00% | 0.00% |
| 10 yr T-note Yld | 1.78% | 2.94% | 0.16% | 65.17% |
| 5 yr T-note Yld | 0.72% | 1.77% | 0.15% | 145.83% |
| 5 yr TIPS - 'Real' Yld | -1.37% | 0.14% | 0.41% | 110.22% |
| Implied 5 yr Inflation % | 1.72% | 1.63% | -0.26% | -5.23% |
| 2 yr T-note Yld | 0.25% | 0.46% | 0.07% | 84.00% |
| 2-10 Yr Slope | 1.64% | 2.48% | 0.09% | 51.22% |
| 90 day T-bill Yld | 0.05% | 0.02% | -0.01% | -60.00% |
| Gold ($/oz) | $1,664.00 | $1,391.00 | -$5.20 | -16.41% |
| WTI Oil ($/brl) | $91.74 | $110.31 | $2.55 | 20.24% |
| VIX "Worry Index" | 18.02 | 15.85 | -1.16 | -12.04% |
| Credit Spreads | 12/31/ 2012 | 9/6/ 2013 | Week Change | Simple YTD % |
| Inv Grade Credit Idx | 3.36% | 4.20% | 0.13% | 25.00% |
| High Yield Credit Idx | 6.76% | 6.57% | 0.09% | -2.81% |
| Markit CDX No Am Inv Grade | 96 | 84 | 1.20% | -12.50% |
| Markit CDX No Am HiVol | 196 | 161 | -0.62% | -17.86% |
| High Yield to 10 yr T-Note Spread | 498 | 363 | -1.89% | -27.11% |
Sunday, September 1, 2013
Market Data & Graphs: Week Ending August 30,2013
| Market Index | 12/31/ 2012 | 8/30/ 2013 | Week Change | Simple YTD % |
| Dow Industrials Avg | 13,104.14 | 14,810.31 | -1.35% | 13.02% |
| S&P 500 | 1,426.19 | 1,632.97 | -1.87% | 14.50% |
| Fed Funds Rate | 0.09% | 0.09% | -0.01% | 0.00% |
| 10 yr T-note Yld | 1.78% | 2.78% | -0.04% | 56.18% |
| 5 yr T-note Yld | 0.72% | 1.62% | -0.04% | 125.00% |
| 5 yr TIPS - 'Real' Yld | -1.37% | -0.27% | 0.00% | 80.29% |
| Implied 5 yr Inflation % | 1.72% | 1.89% | -0.04% | 9.88% |
| 2 yr T-note Yld | 0.25% | 0.39% | -0.01% | 56.00% |
| 2-10 Yr Slope | 1.64% | 2.39% | -0.03% | 45.73% |
| 90 day T-bill Yld | 0.05% | 0.03% | 0.00% | -40.00% |
| Gold ($/oz) | $1,664.00 | $1,396.20 | -$0.10 | -16.09% |
| WTI Oil ($/brl) | $91.74 | $107.76 | $1.44 | 17.46% |
| VIX "Worry Index" | 18.02 | 17.01 | 3.03 | -5.60% |
| Credit Spreads | 12/31/ 2012 | 8/30/ 2013 | Week Change | Simple YTD % |
| Inv Grade Credit Idx | 3.36% | 4.07% | -0.10% | 21.13% |
| High Yield Credit Idx | 6.76% | 6.48% | -0.07% | -4.14% |
| Markit CDX No Am Inv Grade | 96 | 83 | 2.47% | -13.54% |
| Markit CDX No Am HiVol | 196 | 162 | 0.00% | -17.35% |
| High Yield to 10 yr T-Note Spread | 498 | 370 | -0.80% | -25.70% |
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