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% |