Sunday, January 6, 2013

Market Data: Week Ending January 4, 2013


Market Index 12/31/ 2012 1/4/   2013 Week Change Simple YTD %
Dow Industrials Avg 13,104.14 13,435.21 3.70% 2.53%
S&P 500 1,426.19 1,466.47 4.37% 2.82%
Fed Funds Rate 0.09% 0.17% 0.00% 88.89%
10 yr T-note Yld 1.78% 1.90% 0.20% 6.74%
5 yr T-note Yld 0.72% 0.81% 0.10% 12.50%
5 yr TIPS - 'Real' Yld -1.37% -1.30% 0.09% 5.11%
Implied 5 yr Inflation % 1.72% 2.11% 0.01% 22.67%
2 yr T-note Yld 0.25% 0.26% 0.01% 4.00%
2-10 Yr Slope 1.64% 1.64% 0.19% 0.00%
90 day T-bill Yld 0.05% 0.08% 0.00% 60.00%
Gold ($/oz) $1,664.00 $1,656.10 $0.40 -0.47%
WTI Oil ($/brl) $91.74 $93.09 $2.29 1.47%
VIX "Worry Index" 18.02 13.83 -8.89 -23.25%





Credit Spreads 12/31/ 2012 1/4/   2013 Week Change Simple YTD %
Inv Grade Credit Idx 3.36% 3.27% -0.07% -2.68%
High Yield Credit Idx 6.76% 6.01% -0.76% -11.09%
Markit CDX No Am Inv Grade 96 86 -9.47% -10.42%
Markit CDX No Am HiVol 196 184 -5.64% -6.12%
High Yield to 10 yr T-Note Spread 498 411 -18.93% -17.47%