Sunday, March 17, 2013

Market Data: Week Ending March 15, 2013


Market Index 12/31/ 2012 3/15/ 2013 Week Change Simple YTD %
Dow Industrials Avg 13,104.14 14,514.11 0.81% 10.76%
S&P 500 1,426.19 1,560.70 0.61% 9.43%
Fed Funds Rate 0.09% 0.16% 0.00% 77.78%
10 yr T-note Yld 1.78% 2.01% -0.05% 12.92%
5 yr T-note Yld 0.72% 0.84% -0.06% 16.67%
5 yr TIPS - 'Real' Yld -1.37% -1.43% -0.06% -4.38%
Implied 5 yr Inflation % 1.72% 2.27% 0.00% 31.98%
2 yr T-note Yld 0.25% 0.25% -0.02% 0.00%
2-10 Yr Slope 1.64% 1.76% -0.03% 7.32%
90 day T-bill Yld 0.05% 0.09% -0.01% 80.00%
Gold ($/oz) $1,664.00 $1,591.20 $14.80 -4.38%
WTI Oil ($/brl) $91.74 $93.36 $1.53 1.77%
VIX "Worry Index" 18.02 11.3 -1.29 -37.29%





Credit Spreads 12/31/ 2012 3/15/ 2013 Week Change Simple YTD %
Inv Grade Credit Idx 3.36% 3.30% -0.04% -1.79%
High Yield Credit Idx 6.76% 5.79% -0.07% -14.35%
Markit CDX No Am Inv Grade 96 78 -6.02% -18.75%
Markit CDX No Am HiVol 196 160 -2.44% -18.37%
High Yield to 10 yr T-Note Spread 498 378 -0.53% -24.10%