Saturday, February 23, 2013

Market Data: Week Ending February 22, 2013


Market Index 12/31/ 2012 2/22/ 2013 Week Change Simple YTD %
Dow Industrials Avg 13,104.14 14,000.57 0.13% 6.84%
S&P 500 1,426.19 1,515.60 -0.28% 6.27%
Fed Funds Rate 0.09% 0.16% 0.00% 77.78%
10 yr T-note Yld 1.78% 1.97% -0.04% 10.67%
5 yr T-note Yld 0.72% 0.84% -0.03% 16.67%
5 yr TIPS - 'Real' Yld -1.37% -1.33% 0.03% 2.92%
Implied 5 yr Inflation % 1.72% 2.17% -0.06% 26.16%
2 yr T-note Yld 0.25% 0.27% -0.02% 8.00%
2-10 Yr Slope 1.64% 1.70% -0.02% 3.66%
90 day T-bill Yld 0.05% 0.13% 0.03% 160.00%
Gold ($/oz) $1,664.00 $1,579.60 -$31.40 -5.07%
WTI Oil ($/brl) $91.74 $93.27 -$2.93 1.67%
VIX "Worry Index" 18.02 14.17 1.71 -21.37%





Credit Spreads 12/31/ 2012 2/22/ 2013 Week Change Simple YTD %
Inv Grade Credit Idx 3.36% 3.37% -0.03% 0.30%
High Yield Credit Idx 6.76% 6.08% 0.00% -10.06%
Markit CDX No Am Inv Grade 96 89 3.49% -7.29%
Markit CDX No Am HiVol 196 183 0.00% -6.63%
High Yield to 10 yr T-Note Spread 498 411 0.98% -17.47%