Saturday, January 19, 2013

Market Data: Week Ending January 18, 2013


Market Index 12/31/ 2012 1/18/ 2013 Week Change Simple YTD %
Dow Industrials Avg 13,104.14 13,649.70 1.18% 4.16%
S&P 500 1,426.19 1,485.98 0.94% 4.19%
Fed Funds Rate 0.09% 0.16% 0.02% 77.78%
10 yr T-note Yld 1.78% 1.84% -0.07% 3.37%
5 yr T-note Yld 0.72% 0.76% -0.04% 5.56%
5 yr TIPS - 'Real' Yld -1.37% -1.40% 0.00% -2.19%
Implied 5 yr Inflation % 1.72% 2.16% -0.04% 25.58%
2 yr T-note Yld 0.25% 0.25% -0.01% 0.00%
2-10 Yr Slope 1.64% 1.59% -0.06% -3.05%
90 day T-bill Yld 0.05% 0.08% 0.02% 60.00%
Gold ($/oz) $1,664.00 $1,684.25 $21.27 1.22%
WTI Oil ($/brl) $91.74 $95.85 $2.29 4.48%
VIX "Worry Index" 18.02 12.46 -0.9 -30.85%





Credit Spreads 12/31/ 2012 1/18/ 2013 Week Change Simple YTD %
Inv Grade Credit Idx 3.36% 3.29% 0.02% -2.08%
High Yield Credit Idx 6.76% 5.90% -0.02% -12.72%
Markit CDX No Am Inv Grade 96 88 2.33% -8.33%
Markit CDX No Am HiVol 196 193 5.46% -1.53%
High Yield to 10 yr T-Note Spread 498 406 1.25% -18.47%