Market Index | 12/31/ 2012 | 2/15/ 2013 | Week Change | Simple YTD % |
Dow Industrials Avg | 13,104.14 | 13,981.76 | -0.08% | 6.70% |
S&P 500 | 1,426.19 | 1,519.79 | 0.12% | 6.56% |
Fed Funds Rate | 0.09% | 0.16% | 0.00% | 77.78% |
10 yr T-note Yld | 1.78% | 2.01% | 0.02% | 12.92% |
5 yr T-note Yld | 0.72% | 0.87% | 0.03% | 20.83% |
5 yr TIPS - 'Real' Yld | -1.37% | -1.36% | 0.10% | 0.73% |
Implied 5 yr Inflation % | 1.72% | 2.23% | -0.07% | 29.65% |
2 yr T-note Yld | 0.25% | 0.29% | 0.04% | 16.00% |
2-10 Yr Slope | 1.64% | 1.72% | -0.02% | 4.88% |
90 day T-bill Yld | 0.05% | 0.10% | 0.03% | 100.00% |
Gold ($/oz) | $1,664.00 | $1,611.00 | -$57.20 | -3.19% |
WTI Oil ($/brl) | $91.74 | $96.20 | $0.43 | 4.86% |
VIX "Worry Index" | 18.02 | 12.46 | -0.56 | -30.85% |
Credit Spreads | 12/31/ 2012 | 2/15/ 2013 | Week Change | Simple YTD % |
Inv Grade Credit Idx | 3.36% | 3.40% | 0.00% | 1.19% |
High Yield Credit Idx | 6.76% | 6.08% | -0.03% | -10.06% |
Markit CDX No Am Inv Grade | 96 | 86 | -4.44% | -10.42% |
Markit CDX No Am HiVol | 196 | 183 | -4.19% | -6.63% |
High Yield to 10 yr T-Note Spread | 498 | 407 | -1.21% | -18.27% |