Sunday, April 21, 2013

Market Data: Week Ending April 19, 2013


Market Index 12/31/ 2012 4/19/ 2013 Week Change Simple YTD %
Dow Industrials Avg 13,104.14 14,547.51 -2.18% 11.01%
S&P 500 1,426.19 1,555.25 -2.16% 9.05%
Fed Funds Rate 0.09% 0.15% 0.00% 66.67%
10 yr T-note Yld 1.78% 1.73% -0.02% -2.81%
5 yr T-note Yld 0.72% 0.72% 0.02% 0.00%
5 yr TIPS - 'Real' Yld -1.37% -1.29% 0.09% 5.84%
Implied 5 yr Inflation % 1.72% 2.01% -0.07% 16.86%
2 yr T-note Yld 0.25% 0.24% 0.02% -4.00%
2-10 Yr Slope 1.64% 1.49% -0.04% -9.15%
90 day T-bill Yld 0.05% 0.05% -0.01% 0.00%
Gold ($/oz) $1,664.00 $1,405.70 -$74.80 -15.52%
WTI Oil ($/brl) $91.74 $88.27 -$2.45 -3.78%
VIX "Worry Index" 18.02 14.97 2.91 -16.93%





Credit Spreads 12/31/  2012 4/19/ 2013 Week Change Simple YTD %
Inv Grade Credit Idx 3.36% 3.13% -0.01% -6.85%
High Yield Credit Idx 6.76% 5.67% 0.02% -16.12%
Markit CDX No Am Inv Grade 96 85 3.66% -11.46%
Markit CDX No Am HiVol 196 181 3.43% -7.65%
High Yield to 10 yr T-Note Spread 498 394 1.03% -20.88%