Sunday, June 23, 2013

Market Data: Week Ending June 21, 2013


Market Index 12/31/ 2012 6/21/ 2012 Week Change Simple YTD %
Dow Industrials Avg 13,104.14 14,799.40 -1.83% 12.94%
S&P 500 1,426.19 1,592.43 -2.15% 11.66%
Fed Funds Rate 0.09% 0.11% 0.00% 22.22%
10 yr T-note Yld 1.78% 2.52% 0.38% 41.57%
5 yr T-note Yld 0.72% 1.42% 0.38% 97.22%
5 yr TIPS - 'Real' Yld -1.37% -0.43% 0.26% 68.61%
Implied 5 yr Inflation % 1.72% 1.85% 0.12% 7.56%
2 yr T-note Yld 0.25% 0.38% 0.09% 52.00%
2-10 Yr Slope 1.64% 2.14% 0.29% 30.49%
90 day T-bill Yld 0.05% 0.05% 0.00% 0.00%
Gold ($/oz) $1,664.00 $1,296.30 -$91.80 -22.10%
WTI Oil ($/brl) $91.74 $93.94 -$3.77 2.40%
VIX "Worry Index" 18.02 18.9 1.75 4.88%





Credit Spreads 12/31/ 2012 6/21/ 2012 Week Change Simple YTD %
Inv Grade Credit Idx 3.36% 3.97% 0.38% 18.15%
High Yield Credit Idx 6.76% 6.63% 0.40% -1.92%
Markit CDX No Am Inv Grade 96 93 13.41% -3.13%
Markit CDX No Am HiVol 196 174 6.75% -11.22%
High Yield to 10 yr T-Note Spread 498 411 0.49% -17.47%

Sunday, June 16, 2013

Market Data: Week Ending June 14, 2013


Market Index 12/31/ 2012 6/14/ 2012 Week Change Simple YTD %
Dow Industrials Avg 13,104.14 15,070.18 -1.18% 15.00%
S&P 500 1,426.19 1,626.73 -1.02% 14.06%
Fed Funds Rate 0.09% 0.11% -0.04% 22.22%
10 yr T-note Yld 1.78% 2.14% -0.03% 20.22%
5 yr T-note Yld 0.72% 1.04% -0.06% 44.44%
5 yr TIPS - 'Real' Yld -1.37% -0.69% 0.17% 49.64%
Implied 5 yr Inflation % 1.72% 1.73% -0.23% 0.58%
2 yr T-note Yld 0.25% 0.29% -0.03% 16.00%
2-10 Yr Slope 1.64% 1.85% 0.00% 12.80%
90 day T-bill Yld 0.05% 0.05% 0.01% 0.00%
Gold ($/oz) $1,664.00 $1,388.10 $3.80 -16.58%
WTI Oil ($/brl) $91.74 $97.71 $1.47 6.51%
VIX "Worry Index" 18.02 17.15 2.01 -4.83%





Credit Spreads 12/31/ 2012 6/14/ 2012 Week Change Simple YTD %
Inv Grade Credit Idx 3.36% 3.59% 0.02% 6.85%
High Yield Credit Idx 6.76% 6.23% 0.12% -7.84%
Markit CDX No Am Inv Grade 96 82 -2.38% -14.58%
Markit CDX No Am HiVol 196 163 -2.98% -16.84%
High Yield to 10 yr T-Note Spread 498 409 3.81% -17.87%

Friday, June 7, 2013

Market Data: Week Ending June 7, 2013


Market Index 12/31/ 2012 6/7/   2012 Week Change Simple YTD %
Dow Industrials Avg 13,104.14 15,248.12 0.87% 16.36%
S&P 500 1,426.19 1,643.38 0.77% 15.23%
Fed Funds Rate 0.09% 0.15% 0.00% 66.67%
10 yr T-note Yld 1.78% 2.17% 0.01% 21.91%
5 yr T-note Yld 0.72% 1.10% 0.05% 52.78%
5 yr TIPS - 'Real' Yld -1.37% -0.86% -0.04% 37.23%
Implied 5 yr Inflation % 1.72% 1.96% 0.09% 13.95%
2 yr T-note Yld 0.25% 0.32% 0.02% 28.00%
2-10 Yr Slope 1.64% 1.85% -0.01% 12.80%
90 day T-bill Yld 0.05% 0.04% 0.00% -20.00%
Gold ($/oz) $1,664.00 $1,384.30 -$4.00 -16.81%
WTI Oil ($/brl) $91.74 $96.24 $4.46 4.91%
VIX "Worry Index" 18.02 15.14 -1.16 -15.98%





Credit Spreads 12/31/ 2012 6/7/   2012 Week Change Simple YTD %
Inv Grade Credit Idx 3.36% 3.57% 0.11% 6.25%
High Yield Credit Idx 6.76% 6.11% 0.36% -9.62%
Markit CDX No Am Inv Grade 96 84 10.53% -12.50%
Markit CDX No Am HiVol 196 168 7.69% -14.29%
High Yield to 10 yr T-Note Spread 498 394 9.75% -20.88%

Sunday, June 2, 2013

Market Data & Graphs: Week Ending May 31, 2013


Market Index 12/31/ 2012 5/31/ 2012 Week Change Simple YTD %
Dow Industrials Avg 13,104.14 15,115.57 -1.24% 15.35%
S&P 500 1,426.19 1,630.74 -1.16% 14.34%
Fed Funds Rate 0.09% 0.15% 0.07% 66.67%
10 yr T-note Yld 1.78% 2.16% 0.15% 21.35%
5 yr T-note Yld 0.72% 1.05% 0.15% 45.83%
5 yr TIPS - 'Real' Yld -1.37% -0.82% 0.20% 40.15%
Implied 5 yr Inflation % 1.72% 1.87% -0.05% 8.72%
2 yr T-note Yld 0.25% 0.30% 0.04% 20.00%
2-10 Yr Slope 1.64% 1.86% 0.11% 13.41%
90 day T-bill Yld 0.05% 0.04% -0.01% -20.00%
Gold ($/oz) $1,664.00 $1,388.30 $2.30 -16.57%
WTI Oil ($/brl) $91.74 $91.78 -$2.13 0.04%
VIX "Worry Index" 18.02 16.3 2.31 -9.54%





Credit Spreads 12/31/ 2012 5/31/ 2012 Week Change Simple YTD %
Inv Grade Credit Idx 3.36% 3.46% 0.18% 2.98%
High Yield Credit Idx 6.76% 5.75% 0.28% -14.94%
Markit CDX No Am Inv Grade 96 76 4.11% -20.83%
Markit CDX No Am HiVol 196 156 0.65% -20.41%
High Yield to 10 yr T-Note Spread 498 359 3.76% -27.91%