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% |