| Market Index | 12/31/ 2012 | 3/22/ 2013 | Week Change | Simple YTD % |
| Dow Industrials Avg | 13,104.14 | 14,512.03 | -0.01% | 10.74% |
| S&P 500 | 1,426.19 | 1,556.89 | -0.24% | 9.16% |
| Fed Funds Rate | 0.09% | 0.16% | 0.00% | 77.78% |
| 10 yr T-note Yld | 1.78% | 1.93% | -0.08% | 8.43% |
| 5 yr T-note Yld | 0.72% | 0.80% | -0.04% | 11.11% |
| 5 yr TIPS - 'Real' Yld | -1.37% | -1.41% | 0.02% | -2.92% |
| Implied 5 yr Inflation % | 1.72% | 2.21% | -0.06% | 28.49% |
| 2 yr T-note Yld | 0.25% | 0.26% | 0.01% | 4.00% |
| 2-10 Yr Slope | 1.64% | 1.67% | -0.09% | 1.83% |
| 90 day T-bill Yld | 0.05% | 0.07% | -0.02% | 40.00% |
| Gold ($/oz) | $1,664.00 | $1,608.80 | $17.60 | -3.32% |
| WTI Oil ($/brl) | $91.74 | $93.78 | $0.42 | 2.22% |
| VIX "Worry Index" | 18.02 | 13.57 | 2.27 | -24.69% |
| Credit Spreads | 12/31/ 2012 | 3/22/ 2013 | Week Change | Simple YTD % |
| Inv Grade Credit Idx | 3.36% | 3.30% | 0.00% | -1.79% |
| High Yield Credit Idx | 6.76% | 5.80% | 0.01% | -14.20% |
| Markit CDX No Am Inv Grade | 96 | 91 | 16.67% | -5.21% |
| Markit CDX No Am HiVol | 196 | 182 | 13.75% | -7.14% |
| High Yield to 10 yr T-Note Spread | 498 | 387 | 2.38% | -22.29% |
Sunday, March 24, 2013
Market Data: Week Ending March 22, 2013
Sunday, March 17, 2013
Market Data: Week Ending March 15, 2013
| Market Index | 12/31/ 2012 | 3/15/ 2013 | Week Change | Simple YTD % |
| Dow Industrials Avg | 13,104.14 | 14,514.11 | 0.81% | 10.76% |
| S&P 500 | 1,426.19 | 1,560.70 | 0.61% | 9.43% |
| Fed Funds Rate | 0.09% | 0.16% | 0.00% | 77.78% |
| 10 yr T-note Yld | 1.78% | 2.01% | -0.05% | 12.92% |
| 5 yr T-note Yld | 0.72% | 0.84% | -0.06% | 16.67% |
| 5 yr TIPS - 'Real' Yld | -1.37% | -1.43% | -0.06% | -4.38% |
| Implied 5 yr Inflation % | 1.72% | 2.27% | 0.00% | 31.98% |
| 2 yr T-note Yld | 0.25% | 0.25% | -0.02% | 0.00% |
| 2-10 Yr Slope | 1.64% | 1.76% | -0.03% | 7.32% |
| 90 day T-bill Yld | 0.05% | 0.09% | -0.01% | 80.00% |
| Gold ($/oz) | $1,664.00 | $1,591.20 | $14.80 | -4.38% |
| WTI Oil ($/brl) | $91.74 | $93.36 | $1.53 | 1.77% |
| VIX "Worry Index" | 18.02 | 11.3 | -1.29 | -37.29% |
| Credit Spreads | 12/31/ 2012 | 3/15/ 2013 | Week Change | Simple YTD % |
| Inv Grade Credit Idx | 3.36% | 3.30% | -0.04% | -1.79% |
| High Yield Credit Idx | 6.76% | 5.79% | -0.07% | -14.35% |
| Markit CDX No Am Inv Grade | 96 | 78 | -6.02% | -18.75% |
| Markit CDX No Am HiVol | 196 | 160 | -2.44% | -18.37% |
| High Yield to 10 yr T-Note Spread | 498 | 378 | -0.53% | -24.10% |
Sunday, March 10, 2013
Market Data: Week Ending March 8, 2013
| Market Index | 12/31/ 2012 | 3/8/ 2013 | Week Change | Simple YTD % |
| Dow Industrials Avg | 13,104.14 | 14,397.07 | 2.14% | 9.87% |
| S&P 500 | 1,426.19 | 1,551.18 | 2.13% | 8.76% |
| Fed Funds Rate | 0.09% | 0.16% | 0.02% | 77.78% |
| 10 yr T-note Yld | 1.78% | 2.06% | 0.20% | 15.73% |
| 5 yr T-note Yld | 0.72% | 0.90% | 0.15% | 25.00% |
| 5 yr TIPS - 'Real' Yld | -1.37% | -1.37% | 0.04% | 0.00% |
| Implied 5 yr Inflation % | 1.72% | 2.27% | 0.11% | 31.98% |
| 2 yr T-note Yld | 0.25% | 0.27% | 0.02% | 8.00% |
| 2-10 Yr Slope | 1.64% | 1.79% | 0.18% | 9.15% |
| 90 day T-bill Yld | 0.05% | 0.10% | -0.01% | 100.00% |
| Gold ($/oz) | $1,664.00 | $1,576.40 | -$0.50 | -5.26% |
| WTI Oil ($/brl) | $91.74 | $91.83 | $0.81 | 0.10% |
| VIX "Worry Index" | 18.02 | 12.59 | -2.77 | -30.13% |
| Credit Spreads | 12/31/ 2012 | 3/8/ 2013 | Week Change | Simple YTD % |
| Inv Grade Credit Idx | 3.36% | 3.34% | 0.10% | -0.60% |
| High Yield Credit Idx | 6.76% | 5.86% | -0.12% | -13.31% |
| Markit CDX No Am Inv Grade | 96 | 83 | -5.68% | -13.54% |
| Markit CDX No Am HiVol | 196 | 164 | -6.29% | -16.33% |
| High Yield to 10 yr T-Note Spread | 498 | 380 | -7.77% | -23.69% |
Saturday, March 2, 2013
Market Data: Week Ending March 1, 2013
| Market Index | 12/31/ 2012 | 3/1/ 2013 | Week Change | Simple YTD % |
| Dow Industrials Avg | 13,104.14 | 14,089.66 | 0.63% | 7.52% |
| S&P 500 | 1,426.19 | 1,518.20 | 0.17% | 6.45% |
| Fed Funds Rate | 0.09% | 0.14% | -0.02% | 55.56% |
| 10 yr T-note Yld | 1.78% | 1.86% | -0.11% | 4.49% |
| 5 yr T-note Yld | 0.72% | 0.75% | -0.09% | 4.17% |
| 5 yr TIPS - 'Real' Yld | -1.37% | -1.41% | -0.08% | -2.92% |
| Implied 5 yr Inflation % | 1.72% | 2.16% | -0.01% | 25.58% |
| 2 yr T-note Yld | 0.25% | 0.25% | -0.02% | 0.00% |
| 2-10 Yr Slope | 1.64% | 1.61% | -0.09% | -1.83% |
| 90 day T-bill Yld | 0.05% | 0.11% | -0.02% | 120.00% |
| Gold ($/oz) | $1,664.00 | $1,576.90 | -$2.70 | -5.23% |
| WTI Oil ($/brl) | $91.74 | $91.02 | -$2.25 | -0.78% |
| VIX "Worry Index" | 18.02 | 15.36 | 1.19 | -14.76% |
| Credit Spreads | 12/31/ 2012 | 3/1/ 2013 | Week Change | Simple YTD % |
| Inv Grade Credit Idx | 3.36% | 3.24% | -0.13% | -3.57% |
| High Yield Credit Idx | 6.76% | 5.98% | -0.10% | -11.54% |
| Markit CDX No Am Inv Grade | 96 | 88 | -1.12% | -8.33% |
| Markit CDX No Am HiVol | 196 | 175 | -4.37% | -10.71% |
| High Yield to 10 yr T-Note Spread | 498 | 412 | 0.24% | -17.27% |
Saturday, February 23, 2013
Market Data: Week Ending February 22, 2013
| Market Index | 12/31/ 2012 | 2/22/ 2013 | Week Change | Simple YTD % |
| Dow Industrials Avg | 13,104.14 | 14,000.57 | 0.13% | 6.84% |
| S&P 500 | 1,426.19 | 1,515.60 | -0.28% | 6.27% |
| Fed Funds Rate | 0.09% | 0.16% | 0.00% | 77.78% |
| 10 yr T-note Yld | 1.78% | 1.97% | -0.04% | 10.67% |
| 5 yr T-note Yld | 0.72% | 0.84% | -0.03% | 16.67% |
| 5 yr TIPS - 'Real' Yld | -1.37% | -1.33% | 0.03% | 2.92% |
| Implied 5 yr Inflation % | 1.72% | 2.17% | -0.06% | 26.16% |
| 2 yr T-note Yld | 0.25% | 0.27% | -0.02% | 8.00% |
| 2-10 Yr Slope | 1.64% | 1.70% | -0.02% | 3.66% |
| 90 day T-bill Yld | 0.05% | 0.13% | 0.03% | 160.00% |
| Gold ($/oz) | $1,664.00 | $1,579.60 | -$31.40 | -5.07% |
| WTI Oil ($/brl) | $91.74 | $93.27 | -$2.93 | 1.67% |
| VIX "Worry Index" | 18.02 | 14.17 | 1.71 | -21.37% |
| Credit Spreads | 12/31/ 2012 | 2/22/ 2013 | Week Change | Simple YTD % |
| Inv Grade Credit Idx | 3.36% | 3.37% | -0.03% | 0.30% |
| High Yield Credit Idx | 6.76% | 6.08% | 0.00% | -10.06% |
| Markit CDX No Am Inv Grade | 96 | 89 | 3.49% | -7.29% |
| Markit CDX No Am HiVol | 196 | 183 | 0.00% | -6.63% |
| High Yield to 10 yr T-Note Spread | 498 | 411 | 0.98% | -17.47% |
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