Sunday, June 2, 2013

Market Data & Graphs: Week Ending May 31, 2013


Market Index 12/31/ 2012 5/31/ 2012 Week Change Simple YTD %
Dow Industrials Avg 13,104.14 15,115.57 -1.24% 15.35%
S&P 500 1,426.19 1,630.74 -1.16% 14.34%
Fed Funds Rate 0.09% 0.15% 0.07% 66.67%
10 yr T-note Yld 1.78% 2.16% 0.15% 21.35%
5 yr T-note Yld 0.72% 1.05% 0.15% 45.83%
5 yr TIPS - 'Real' Yld -1.37% -0.82% 0.20% 40.15%
Implied 5 yr Inflation % 1.72% 1.87% -0.05% 8.72%
2 yr T-note Yld 0.25% 0.30% 0.04% 20.00%
2-10 Yr Slope 1.64% 1.86% 0.11% 13.41%
90 day T-bill Yld 0.05% 0.04% -0.01% -20.00%
Gold ($/oz) $1,664.00 $1,388.30 $2.30 -16.57%
WTI Oil ($/brl) $91.74 $91.78 -$2.13 0.04%
VIX "Worry Index" 18.02 16.3 2.31 -9.54%





Credit Spreads 12/31/ 2012 5/31/ 2012 Week Change Simple YTD %
Inv Grade Credit Idx 3.36% 3.46% 0.18% 2.98%
High Yield Credit Idx 6.76% 5.75% 0.28% -14.94%
Markit CDX No Am Inv Grade 96 76 4.11% -20.83%
Markit CDX No Am HiVol 196 156 0.65% -20.41%
High Yield to 10 yr T-Note Spread 498 359 3.76% -27.91%