Sunday, May 19, 2013

Market Data: Week Ending May 17, 2013


Market Index 12/31/ 2012 5/17/ 2012 Week Change Simple YTD %
Dow Industrials Avg 13,104.14 15,354.40 1.54% 17.17%
S&P 500 1,426.19 1,667.47 2.03% 16.92%
Fed Funds Rate 0.09% 0.12% 0.00% 33.33%
10 yr T-note Yld 1.78% 1.95% 0.05% 9.55%
5 yr T-note Yld 0.72% 0.84% 0.02% 16.67%
5 yr TIPS - 'Real' Yld -1.37% -1.18% 0.09% 13.87%
Implied 5 yr Inflation % 1.72% 2.02% -0.07% 17.44%
2 yr T-note Yld 0.25% 0.26% 0.00% 4.00%
2-10 Yr Slope 1.64% 1.69% 0.05% 3.05%
90 day T-bill Yld 0.05% 0.03% -0.01% -40.00%
Gold ($/oz) $1,664.00 $1,359.10 -$88.70 -18.32%
WTI Oil ($/brl) $91.74 $95.85 -$0.14 4.48%
VIX "Worry Index" 18.02 12.45 -0.14 -30.91%





Credit Spreads 12/31/ 2012 5/17/ 2012 Week Change Simple YTD %
Inv Grade Credit Idx 3.36% 3.22% 0.03% -4.17%
High Yield Credit Idx 6.76% 5.31% 0.09% -21.45%
Markit CDX No Am Inv Grade 96 72 1.41% -25.00%
Markit CDX No Am HiVol 196 158 3.95% -19.39%
High Yield to 10 yr T-Note Spread 498 336 1.20% -32.53%