Sunday, March 31, 2013

Market Data & Graphs: Week Ending March 28.2013


Market Index 12/31/ 2012 3/28/ 2013 Week Change Simple YTD %
Dow Industrials Avg 13,104.14 14,578.54 0.46% 11.25%
S&P 500 1,426.19 1,569.19 0.78% 10.03%
Fed Funds Rate 0.09% 0.16% 0.00% 77.78%
10 yr T-note Yld 1.78% 1.87% -0.06% 5.06%
5 yr T-note Yld 0.72% 0.77% -0.03% 6.94%
5 yr TIPS - 'Real' Yld -1.37% -1.47% -0.06% -7.30%
Implied 5 yr Inflation % 1.72% 2.24% 0.03% 30.23%
2 yr T-note Yld 0.25% 0.25% -0.01% 0.00%
2-10 Yr Slope 1.64% 1.62% -0.05% -1.22%
90 day T-bill Yld 0.05% 0.07% 0.00% 40.00%
Gold ($/oz) $1,664.00 $1,597.10 -$11.70 -4.02%
WTI Oil ($/brl) $91.74 $97.20 $3.42 5.95%
VIX "Worry Index" 18.02 12.7 -0.87 -29.52%





Credit Spreads 12/31/ 2012 3/28/ 2013 Week Change Simple YTD %
Inv Grade Credit Idx 3.36% 3.28% -0.02% -2.38%
High Yield Credit Idx 6.76% 5.81% 0.01% -14.05%
Markit CDX No Am Inv Grade 96 91 0.00% -5.21%
Markit CDX No Am HiVol 196 191 4.95% -2.55%
High Yield to 10 yr T-Note Spread 498 394 1.81% -20.88%