Saturday, May 4, 2013

Market Data & Graphs: Week Ending May 3, 2013


Market Index 12/31/ 2012 5/3/   2013 Week Change Simple YTD %
Dow Industrials Avg 13,104.14 14,973.96 0.73% 14.27%
S&P 500 1,426.19 1,614.42 1.58% 13.20%
Fed Funds Rate 0.09% 0.15% 0.00% 66.67%
10 yr T-note Yld 1.78% 1.78% 0.03% 0.00%
5 yr T-note Yld 0.72% 0.73% 0.03% 1.39%
5 yr TIPS - 'Real' Yld -1.37% -1.34% 0.04% 2.19%
Implied 5 yr Inflation % 1.72% 2.07% -0.01% 20.35%
2 yr T-note Yld 0.25% 0.22% 0.00% -12.00%
2-10 Yr Slope 1.64% 1.56% 0.03% -4.88%
90 day T-bill Yld 0.05% 0.05% -0.01% 0.00%
Gold ($/oz) $1,664.00 $1,469.90 -$10.60 -11.66%
WTI Oil ($/brl) $91.74 $95.54 $4.82 4.14%
VIX "Worry Index" 18.02 12.85 0.79 -28.69%





Credit Spreads 12/31/ 2012 5/3/   2013 Week Change Simple YTD %
Inv Grade Credit Idx 3.36% 3.11% -0.03% -7.44%
High Yield Credit Idx 6.76% 5.27% -0.38% -22.04%
Markit CDX No Am Inv Grade 96 74 -9.76% -22.92%
Markit CDX No Am HiVol 196 169 -3.43% -13.78%
High Yield to 10 yr T-Note Spread 498 349 -10.51% -29.92%