Sunday, February 3, 2013

Market Data & Graphs: Week Ending February 1, 2013


Market Index 12/31/ 2012 2/1/   2013 Week Change Simple YTD %
Dow Industrials Avg 13,104.14 14,009.79 0.81% 6.91%
S&P 500 1,426.19 1,513.17 0.67% 6.10%
Fed Funds Rate 0.09% 0.16% 0.00% 77.78%
10 yr T-note Yld 1.78% 2.04% 0.06% 14.61%
5 yr T-note Yld 0.72% 0.88% 0.01% 22.22%
5 yr TIPS - 'Real' Yld -1.37% -1.45% -0.01% -5.84%
Implied 5 yr Inflation % 1.72% 2.33% 0.02% 35.47%
2 yr T-note Yld 0.25% 0.27% -0.01% 8.00%
2-10 Yr Slope 1.64% 1.77% 0.07% 7.93%
90 day T-bill Yld 0.05% 0.06% -0.02% 20.00%
Gold ($/oz) $1,664.00 $1,667.60 $8.80 0.22%
WTI Oil ($/brl) $91.74 $97.60 $1.54 6.39%
VIX "Worry Index" 18.02 12.9 0.01 -28.41%





Credit Spreads 12/31/ 2012 2/1/   2013 Week Change Simple YTD %
Inv Grade Credit Idx 3.36% 3.39% 0.06% 0.89%
High Yield Credit Idx 6.76% 5.96% 0.15% -11.83%
Markit CDX No Am Inv Grade 96 89 2.30% -7.29%
Markit CDX No Am HiVol 196 191 0.53% -2.55%
High Yield to 10 yr T-Note Spread 498 392 2.35% -21.29%