Sunday, September 30, 2012

Market Data & Graphs: Week Ending September 28, 2012


Market Index 12/30/ 2011 9/28/ 2012 Week Change Simple YTD %
Dow Industrials Avg 12,217.56 13,437.13 -1.06% 9.98%
S&P 500 1,257.60 1,440.67 -1.35% 14.56%
Fed Funds Rate 0.04% 0.08% -0.08% 100.00%
10 yr T-note Yld 1.88% 1.63% -0.12% -13.30%
5 yr T-note Yld 0.83% 0.63% -0.04% -24.10%
5 yr TIPS - 'Real' Yld -0.89% -1.53% 0.04% -71.91%
Implied 5 yr Inflation % 1.72% 2.16% -0.08% 25.58%
2 yr T-note Yld 0.24% 0.23% -0.03% -4.17%
2-10 Yr Slope 1.64% 1.40% -0.09% -14.63%
90 day T-bill Yld 0.01% 0.09% -0.01% 800.00%
Gold ($/oz) $1,566.80 $1,773.90 -$4.10 13.22%
WTI Oil ($/brl) $98.83 $92.19 -$0.70 -6.72%
VIX "Worry Index" 23.4 15.73 1.75 -32.78%





Credit Spreads 12/30/ 2011 9/28/ 2012 Week Change Simple YTD %
Inv Grade Credit Idx 4.63% 3.26% -0.07% -29.59%
High Yield Credit Idx 8.86% 6.81% 0.22% -23.14%
Markit CDX No Am Inv Grade 120 88 -8.33% -26.67%
Markit CDX No Am HiVol 247 196 2.08% -20.65%
High Yield to 10 yr T-Note Spread 698 518 7.02% -25.79%