Sunday, April 7, 2013

Market Data: Week Ending April 5, 2013

Market Index 12/31/ 2012 4/5/   2013 Week Change Simple YTD %
Dow Industrials Avg 13,104.14 14,565.25 -0.09% 11.15%
S&P 500 1,426.19 1,553.28 -1.02% 8.91%
Fed Funds Rate 0.09% 0.16% 0.00% 77.78%
10 yr T-note Yld 1.78% 1.72% -0.15% -3.37%
5 yr T-note Yld 0.72% 0.68% -0.09% -5.56%
5 yr TIPS - 'Real' Yld -1.37% -1.44% 0.03% -5.11%
Implied 5 yr Inflation % 1.72% 2.12% -0.12% 23.26%
2 yr T-note Yld 0.25% 0.24% -0.01% -4.00%
2-10 Yr Slope 1.64% 1.48% -0.14% -9.76%
90 day T-bill Yld 0.05% 0.07% 0.00% 40.00%
Gold ($/oz) $1,664.00 $1,580.80 -$16.30 -5.00%
WTI Oil ($/brl) $91.74 $93.05 -$4.15 1.43%
VIX "Worry Index" 18.02 13.92 1.22 -22.75%





Credit Spreads 12/31/ 2012 4/5/   2013 Week Change Simple YTD %
Inv Grade Credit Idx 3.36% 3.15% -0.13% -6.25%
High Yield Credit Idx 6.76% 5.78% -0.03% -14.50%
Markit CDX No Am Inv Grade 96 88 -3.30% -8.33%
Markit CDX No Am HiVol 196 186 -2.62% -5.10%
High Yield to 10 yr T-Note Spread 498 406 3.05% -18.47%