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% |