Saturday, February 16, 2013

Market Data: Week Ending February 15, 2013


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%