Sunday, January 13, 2013

Market Data: Week Ending January 11, 2013


Market Index 12/31/ 2012 1/11/ 2013 Week Change Simple YTD %
Dow Industrials Avg 13,104.14 13,488.43 0.39% 2.93%
S&P 500 1,426.19 1,472.05 0.38% 3.22%
Fed Funds Rate 0.09% 0.14% -0.03% 55.56%
10 yr T-note Yld 1.78% 1.91% 0.01% 7.30%
5 yr T-note Yld 0.72% 0.80% -0.01% 11.11%
5 yr TIPS - 'Real' Yld -1.37% -1.40% -0.10% -2.19%
Implied 5 yr Inflation % 1.72% 2.20% 0.09% 27.91%
2 yr T-note Yld 0.25% 0.26% 0.00% 4.00%
2-10 Yr Slope 1.64% 1.65% 0.01% 0.61%
90 day T-bill Yld 0.05% 0.06% -0.02% 20.00%
Gold ($/oz) $1,664.00 $1,662.98 $6.88 -0.06%
WTI Oil ($/brl) $91.74 $93.56 $0.47 1.98%
VIX "Worry Index" 18.02 13.36 -0.47 -25.86%





Credit Spreads 12/31/ 2012 1/11/ 2013 Week Change Simple YTD %
Inv Grade Credit Idx 3.36% 3.27% 0.00% -2.68%
High Yield Credit Idx 6.76% 5.92% -0.09% -12.43%
Markit CDX No Am Inv Grade 96 86 0.00% -10.42%
Markit CDX No Am HiVol 196 183 -0.54% -6.63%
High Yield to 10 yr T-Note Spread 498 401 -2.43% -19.48%