Monday, September 17, 2012

Market Data: Week Ending September 14, 2012


Market Index 12/30/ 2011 9/14/ 2012 Week Change Simple YTD %
Dow Industrials Avg 12,217.56 13,593.37 2.11% 11.26%
S&P 500 1,257.60 1,465.77 1.90% 16.55%
Fed Funds Rate 0.04% 0.17% 0.00% 325.00%
10 yr T-note Yld 1.88% 1.87% 0.20% -0.53%
5 yr T-note Yld 0.83% 0.71% 0.07% -14.46%
5 yr TIPS - 'Real' Yld -0.89% -1.71% -0.28% -92.13%
Implied 5 yr Inflation % 1.72% 2.42% 0.35% 40.70%
2 yr T-note Yld 0.24% 0.25% 0.00% 4.17%
2-10 Yr Slope 1.64% 1.62% 0.20% -1.22%
90 day T-bill Yld 0.01% 0.10% 0.00% 900.00%
Gold ($/oz) $1,566.80 $1,772.70 $32.20 13.14%
WTI Oil ($/brl) $98.83 $99.00 $2.58 0.17%
VIX "Worry Index" 23.4 14.51 0.13 -37.99%





Credit Spreads 12/30/ 2011 9/14/ 2012 Week Change Simple YTD %
Inv Grade Credit Idx 4.63% 3.39% 0.01% -26.78%
High Yield Credit Idx 8.86% 6.51% -0.35% -26.52%
Markit CDX Inv Grd Idx 120 86 -9.47% -28.33%
Markit CDX Mid Grd Idx 247 160 -11.60% -35.22%
High Yield to 10 yr T-Note Spread 698 464 -10.60% -33.52%