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% |