Sunday, May 26, 2013

Market Data: Week Ending May 24, 2013


Market Index 12/31/ 2012 5/24/ 2012 Week Change Simple YTD %
Dow Industrials Avg 13,104.14 15,303.10 -0.34% 16.78%
S&P 500 1,426.19 1,649.60 -1.08% 15.66%
Fed Funds Rate 0.09% 0.08% -0.04% -11.11%
10 yr T-note Yld 1.78% 2.01% 0.06% 12.92%
5 yr T-note Yld 0.72% 0.90% 0.06% 25.00%
5 yr TIPS - 'Real' Yld -1.37% -1.02% 0.16% 25.55%
Implied 5 yr Inflation % 1.72% 1.92% -0.10% 11.63%
2 yr T-note Yld 0.25% 0.26% 0.00% 4.00%
2-10 Yr Slope 1.64% 1.75% 0.06% 6.71%
90 day T-bill Yld 0.05% 0.05% 0.02% 0.00%
Gold ($/oz) $1,664.00 $1,386.00 $26.90 -16.71%
WTI Oil ($/brl) $91.74 $93.91 -$1.94 2.37%
VIX "Worry Index" 18.02 13.99 1.54 -22.36%





Credit Spreads 12/31/ 2012 5/24/ 2012 Week Change Simple YTD %
Inv Grade Credit Idx 3.36% 3.28% 0.06% -2.38%
High Yield Credit Idx 6.76% 5.47% 0.16% -19.08%
Markit CDX No Am Inv Grade 96 73 1.39% -23.96%
Markit CDX No Am HiVol 196 155 -1.90% -20.92%
High Yield to 10 yr T-Note Spread 498 346 2.98% -30.52%