Saturday, March 2, 2013

Market Data: Week Ending March 1, 2013


Market Index 12/31/ 2012 3/1/   2013 Week Change Simple YTD %
Dow Industrials Avg 13,104.14 14,089.66 0.63% 7.52%
S&P 500 1,426.19 1,518.20 0.17% 6.45%
Fed Funds Rate 0.09% 0.14% -0.02% 55.56%
10 yr T-note Yld 1.78% 1.86% -0.11% 4.49%
5 yr T-note Yld 0.72% 0.75% -0.09% 4.17%
5 yr TIPS - 'Real' Yld -1.37% -1.41% -0.08% -2.92%
Implied 5 yr Inflation % 1.72% 2.16% -0.01% 25.58%
2 yr T-note Yld 0.25% 0.25% -0.02% 0.00%
2-10 Yr Slope 1.64% 1.61% -0.09% -1.83%
90 day T-bill Yld 0.05% 0.11% -0.02% 120.00%
Gold ($/oz) $1,664.00 $1,576.90 -$2.70 -5.23%
WTI Oil ($/brl) $91.74 $91.02 -$2.25 -0.78%
VIX "Worry Index" 18.02 15.36 1.19 -14.76%





Credit Spreads 12/31/ 2012 3/1/   2013 Week Change Simple YTD %
Inv Grade Credit Idx 3.36% 3.24% -0.13% -3.57%
High Yield Credit Idx 6.76% 5.98% -0.10% -11.54%
Markit CDX No Am Inv Grade 96 88 -1.12% -8.33%
Markit CDX No Am HiVol 196 175 -4.37% -10.71%
High Yield to 10 yr T-Note Spread 498 412 0.24% -17.27%