Sunday, January 27, 2013

Market Data: Week Ending January 25, 2013


Market Index 12/31/ 2012 1/25/ 2013 Week Change Simple YTD %
Dow Industrials Avg 13,104.14 13,895.98 1.77% 6.04%
S&P 500 1,426.19 1,502.96 1.13% 5.38%
Fed Funds Rate 0.09% 0.16% 0.00% 77.78%
10 yr T-note Yld 1.78% 1.98% 0.14% 11.24%
5 yr T-note Yld 0.72% 0.87% 0.11% 20.83%
5 yr TIPS - 'Real' Yld -1.37% -1.44% -0.04% -5.11%
Implied 5 yr Inflation % 1.72% 2.31% 0.15% 34.30%
2 yr T-note Yld 0.25% 0.28% 0.03% 12.00%
2-10 Yr Slope 1.64% 1.70% 0.11% 3.66%
90 day T-bill Yld 0.05% 0.08% 0.00% 60.00%
Gold ($/oz) $1,664.00 $1,658.80 -$25.45 -0.31%
WTI Oil ($/brl) $91.74 $96.06 $0.21 4.71%
VIX "Worry Index" 18.02 12.89 0.43 -28.47%





Credit Spreads 12/31/ 2012 1/25/ 2013 Week Change Simple YTD %
Inv Grade Credit Idx 3.36% 3.33% 0.04% -0.89%
High Yield Credit Idx 6.76% 5.81% -0.09% -14.05%
Markit CDX No Am Inv Grade 96 87 -1.14% -9.38%
Markit CDX No Am HiVol 196 190 -1.55% -3.06%
High Yield to 10 yr T-Note Spread 498 383 -5.67% -23.09%