Sunday, September 9, 2012

Market Data: Week Ending September 7, 2012


Market Index 12/30/ 2011 9/7/   2012 Week Change Simple YTD %
Dow Industrials Avg 12,217.56 13,306.64 1.62% 8.91%
S&P 500 1,257.60 1,437.92 2.18% 14.34%
Fed Funds Rate 0.04% 0.17% 0.02% 325.00%
10 yr T-note Yld 1.88% 1.67% 0.12% -11.17%
5 yr T-note Yld 0.83% 0.64% 0.05% -22.89%
5 yr TIPS - 'Real' Yld -0.89% -1.43% -0.01% -60.67%
Implied 5 yr Inflation % 1.72% 2.07% 0.06% 20.35%
2 yr T-note Yld 0.24% 0.25% 0.03% 4.17%
2-10 Yr Slope 1.64% 1.42% 0.09% -13.41%
90 day T-bill Yld 0.01% 0.10% 0.03% 900.00%
Gold ($/oz) $1,566.80 $1,740.50 $52.90 11.09%
WTI Oil ($/brl) $98.83 $96.42 -$0.05 -2.44%
VIX "Worry Index" 23.4 14.38 -3.09 -38.55%





Credit Spreads 12/30/ 2011 9/7/   2012 Week Change Simple YTD %
Inv Grade Credit Idx 4.63% 3.38% -0.05% -27.00%
Mid Grade Credit Idx 8.86% 6.86% -0.20% -22.57%
Markit CDX Inv Grd Idx 120 95 -7.77% -20.83%
Markit CDX Mid Grd Idx 247 181 -4.23% -26.72%
Mid Grade to 10 yr T-Note Spread 698 519 -5.81% -25.64%