Sunday, February 10, 2013

Market Data: Week Ending February 8, 2013


Market Index 12/31/ 2012 2/8/   2013 Week Change Simple YTD %
Dow Industrials Avg 13,104.14 13,992.97 -0.12% 6.78%
S&P 500 1,426.19 1,517.93 0.31% 6.43%
Fed Funds Rate 0.09% 0.16% 0.00% 77.78%
10 yr T-note Yld 1.78% 1.99% -0.05% 11.80%
5 yr T-note Yld 0.72% 0.84% -0.04% 16.67%
5 yr TIPS - 'Real' Yld -1.37% -1.46% -0.01% -6.57%
Implied 5 yr Inflation % 1.72% 2.30% -0.03% 33.72%
2 yr T-note Yld 0.25% 0.25% -0.02% 0.00%
2-10 Yr Slope 1.64% 1.74% -0.03% 6.10%
90 day T-bill Yld 0.05% 0.07% 0.01% 40.00%
Gold ($/oz) $1,664.00 $1,668.20 $0.60 0.25%
WTI Oil ($/brl) $91.74 $95.77 -$1.83 4.39%
VIX "Worry Index" 18.02 13.02 0.12 -27.75%





Credit Spreads 12/31/ 2012 2/8/   2013 Week Change Simple YTD %
Inv Grade Credit Idx 3.36% 3.40% 0.01% 1.19%
High Yield Credit Idx 6.76% 6.11% 0.15% -9.62%
Markit CDX No Am Inv Grade 96 90 1.12% -6.25%
Markit CDX No Am HiVol 196 191 0.00% -2.55%
High Yield to 10 yr T-Note Spread 498 412 5.10% -17.27%