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% |