Market Index | 12/31/ 2012 | 3/22/ 2013 | Week Change | Simple YTD % |
Dow Industrials Avg | 13,104.14 | 14,512.03 | -0.01% | 10.74% |
S&P 500 | 1,426.19 | 1,556.89 | -0.24% | 9.16% |
Fed Funds Rate | 0.09% | 0.16% | 0.00% | 77.78% |
10 yr T-note Yld | 1.78% | 1.93% | -0.08% | 8.43% |
5 yr T-note Yld | 0.72% | 0.80% | -0.04% | 11.11% |
5 yr TIPS - 'Real' Yld | -1.37% | -1.41% | 0.02% | -2.92% |
Implied 5 yr Inflation % | 1.72% | 2.21% | -0.06% | 28.49% |
2 yr T-note Yld | 0.25% | 0.26% | 0.01% | 4.00% |
2-10 Yr Slope | 1.64% | 1.67% | -0.09% | 1.83% |
90 day T-bill Yld | 0.05% | 0.07% | -0.02% | 40.00% |
Gold ($/oz) | $1,664.00 | $1,608.80 | $17.60 | -3.32% |
WTI Oil ($/brl) | $91.74 | $93.78 | $0.42 | 2.22% |
VIX "Worry Index" | 18.02 | 13.57 | 2.27 | -24.69% |
Credit Spreads | 12/31/ 2012 | 3/22/ 2013 | Week Change | Simple YTD % |
Inv Grade Credit Idx | 3.36% | 3.30% | 0.00% | -1.79% |
High Yield Credit Idx | 6.76% | 5.80% | 0.01% | -14.20% |
Markit CDX No Am Inv Grade | 96 | 91 | 16.67% | -5.21% |
Markit CDX No Am HiVol | 196 | 182 | 13.75% | -7.14% |
High Yield to 10 yr T-Note Spread | 498 | 387 | 2.38% | -22.29% |