Saturday, April 13, 2013

Market Data: Week Ending April 12, 2013


Market Index 12/31/ 2012 4/12/ 2013 Week Change Simple YTD %
Dow Industrials Avg 13,104.14 14,865.06 2.02% 13.44%
S&P 500 1,426.19 1,588.85 2.24% 11.41%
Fed Funds Rate 0.09% 0.15% -0.01% 66.67%
10 yr T-note Yld 1.78% 1.75% 0.03% -1.69%
5 yr T-note Yld 0.72% 0.70% 0.02% -2.78%
5 yr TIPS - 'Real' Yld -1.37% -1.38% 0.06% -0.73%
Implied 5 yr Inflation % 1.72% 2.08% -0.04% 20.93%
2 yr T-note Yld 0.25% 0.22% -0.02% -12.00%
2-10 Yr Slope 1.64% 1.53% 0.05% -6.71%
90 day T-bill Yld 0.05% 0.06% -0.01% 20.00%
Gold ($/oz) $1,664.00 $1,480.50 -$100.30 -11.03%
WTI Oil ($/brl) $91.74 $90.72 -$2.33 -1.11%
VIX "Worry Index" 18.02 12.06 -1.86 -33.07%





Credit Spreads 12/31/ 2012 4/12/ 2013 Week Change Simple YTD %
Inv Grade Credit Idx 3.36% 3.14% -0.01% -6.55%
High Yield Credit Idx 6.76% 5.65% -0.13% -16.42%
Markit CDX No Am Inv Grade 96 82 -6.82% -14.58%
Markit CDX No Am HiVol 196 175 -5.91% -10.71%
High Yield to 10 yr T-Note Spread 498 390 -3.94% -21.69%