Saturday, May 11, 2013

Market Data: Week Ending May 10, 2013


Market Index 12/31/ 2012 5/10/ 2012 Week Change Simple YTD %
Dow Industrials Avg 13,104.14 15,118.49 0.96% 15.37%
S&P 500 1,426.19 1,633.70 1.18% 14.55%
Fed Funds Rate 0.09% 0.12% -0.03% 33.33%
10 yr T-note Yld 1.78% 1.90% 0.12% 6.74%
5 yr T-note Yld 0.72% 0.82% 0.09% 13.89%
5 yr TIPS - 'Real' Yld -1.37% -1.27% 0.07% 7.30%
Implied 5 yr Inflation % 1.72% 2.09% 0.02% 21.51%
2 yr T-note Yld 0.25% 0.26% 0.04% 4.00%
2-10 Yr Slope 1.64% 1.64% 0.08% 0.00%
90 day T-bill Yld 0.05% 0.04% -0.01% -20.00%
Gold ($/oz) $1,664.00 $1,447.80 -$22.10 -12.99%
WTI Oil ($/brl) $91.74 $95.99 $0.45 4.63%
VIX "Worry Index" 18.02 12.59 -0.26 -30.13%





Credit Spreads 12/31/ 2012 5/10/ 2012 Week Change Simple YTD %
Inv Grade Credit Idx 3.36% 3.19% 0.08% -5.06%
High Yield Credit Idx 6.76% 5.22% -0.05% -22.78%
Markit CDX No Am Inv Grade 96 71 -4.05% -26.04%
Markit CDX No Am HiVol 196 152 -10.06% -22.45%
High Yield to 10 yr T-Note Spread 498 332 -4.87% -33.33%