Sunday, March 10, 2013

Market Data: Week Ending March 8, 2013


Market Index 12/31/ 2012 3/8/   2013 Week Change Simple YTD %
Dow Industrials Avg 13,104.14 14,397.07 2.14% 9.87%
S&P 500 1,426.19 1,551.18 2.13% 8.76%
Fed Funds Rate 0.09% 0.16% 0.02% 77.78%
10 yr T-note Yld 1.78% 2.06% 0.20% 15.73%
5 yr T-note Yld 0.72% 0.90% 0.15% 25.00%
5 yr TIPS - 'Real' Yld -1.37% -1.37% 0.04% 0.00%
Implied 5 yr Inflation % 1.72% 2.27% 0.11% 31.98%
2 yr T-note Yld 0.25% 0.27% 0.02% 8.00%
2-10 Yr Slope 1.64% 1.79% 0.18% 9.15%
90 day T-bill Yld 0.05% 0.10% -0.01% 100.00%
Gold ($/oz) $1,664.00 $1,576.40 -$0.50 -5.26%
WTI Oil ($/brl) $91.74 $91.83 $0.81 0.10%
VIX "Worry Index" 18.02 12.59 -2.77 -30.13%





Credit Spreads 12/31/ 2012 3/8/   2013 Week Change Simple YTD %
Inv Grade Credit Idx 3.36% 3.34% 0.10% -0.60%
High Yield Credit Idx 6.76% 5.86% -0.12% -13.31%
Markit CDX No Am Inv Grade 96 83 -5.68% -13.54%
Markit CDX No Am HiVol 196 164 -6.29% -16.33%
High Yield to 10 yr T-Note Spread 498 380 -7.77% -23.69%