Sunday, March 24, 2013

Market Data: Week Ending March 22, 2013


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%