Sunday, September 23, 2012

Market Data: Week Ending September 21, 2012


Market Index 12/30/ 2011 9/21/ 2012 Week Change Simple YTD %
Dow Industrials Avg 12,217.56 13,579.47 -0.10% 11.15%
S&P 500 1,257.60 1,460.15 -0.38% 16.11%
Fed Funds Rate 0.04% 0.16% -0.01% 300.00%
10 yr T-note Yld 1.88% 1.75% -0.12% -6.91%
5 yr T-note Yld 0.83% 0.67% -0.04% -19.28%
5 yr TIPS - 'Real' Yld -0.89% -1.57% 0.14% -76.40%
Implied 5 yr Inflation % 1.72% 2.24% -0.18% 30.23%
2 yr T-note Yld 0.24% 0.26% 0.01% 8.33%
2-10 Yr Slope 1.64% 1.49% -0.13% -9.15%
90 day T-bill Yld 0.01% 0.10% 0.00% 900.00%
Gold ($/oz) $1,566.80 $1,778.00 $5.30 13.48%
WTI Oil ($/brl) $98.83 $92.89 -$6.11 -6.01%
VIX "Worry Index" 23.4 13.98 -0.53 -40.26%





Credit Spreads 12/30/ 2011 9/21/ 2012 Week Change Simple YTD %
Inv Grade Credit Idx 4.63% 3.33% -0.06% -28.08%
High Yield Credit Idx 8.86% 6.59% 0.08% -25.62%
Markit CDX No Am Inv Grade 120 96 11.63% -20.00%
Markit CDX No Am HiVol 247 192 20.00% -22.27%
High Yield to 10 yr T-Note Spread 698 484 4.31% -30.66%