Market Index | 12/31/ 2012 | 4/12/ 2013 | Week Change | Simple YTD % |
Dow Industrials Avg | 13,104.14 | 14,865.06 | 2.02% | 13.44% |
S&P 500 | 1,426.19 | 1,588.85 | 2.24% | 11.41% |
Fed Funds Rate | 0.09% | 0.15% | -0.01% | 66.67% |
10 yr T-note Yld | 1.78% | 1.75% | 0.03% | -1.69% |
5 yr T-note Yld | 0.72% | 0.70% | 0.02% | -2.78% |
5 yr TIPS - 'Real' Yld | -1.37% | -1.38% | 0.06% | -0.73% |
Implied 5 yr Inflation % | 1.72% | 2.08% | -0.04% | 20.93% |
2 yr T-note Yld | 0.25% | 0.22% | -0.02% | -12.00% |
2-10 Yr Slope | 1.64% | 1.53% | 0.05% | -6.71% |
90 day T-bill Yld | 0.05% | 0.06% | -0.01% | 20.00% |
Gold ($/oz) | $1,664.00 | $1,480.50 | -$100.30 | -11.03% |
WTI Oil ($/brl) | $91.74 | $90.72 | -$2.33 | -1.11% |
VIX "Worry Index" | 18.02 | 12.06 | -1.86 | -33.07% |
Credit Spreads | 12/31/ 2012 | 4/12/ 2013 | Week Change | Simple YTD % |
Inv Grade Credit Idx | 3.36% | 3.14% | -0.01% | -6.55% |
High Yield Credit Idx | 6.76% | 5.65% | -0.13% | -16.42% |
Markit CDX No Am Inv Grade | 96 | 82 | -6.82% | -14.58% |
Markit CDX No Am HiVol | 196 | 175 | -5.91% | -10.71% |
High Yield to 10 yr T-Note Spread | 498 | 390 | -3.94% | -21.69% |
Saturday, April 13, 2013
Market Data: Week Ending April 12, 2013
Labels:
CDS,
credit spreads,
ISDA,
Market data,
treasury yields