Sunday, October 28, 2012

Market Data: Week Ending October 26, 2012


Market Index 12/30/ 2011 10/26/ 2012 Week Change Simple YTD %
Dow Industrials Avg 12,217.56 13,107.21 -1.80% 7.28%
S&P 500 1,257.60 1,411.94 -1.51% 12.27%
Fed Funds Rate 0.04% 0.17% 0.00% 325.00%
10 yr T-note Yld 1.88% 1.75% -0.01% -6.91%
5 yr T-note Yld 0.83% 0.76% 0.01% -8.43%
5 yr TIPS - 'Real' Yld -0.89% -1.40% 0.08% -57.30%
Implied 5 yr Inflation % 1.72% 2.16% -0.07% 25.58%
2 yr T-note Yld 0.24% 0.30% 0.01% 25.00%
2-10 Yr Slope 1.64% 1.45% -0.02% -11.59%
90 day T-bill Yld 0.01% 0.11% 0.02% 1000.00%
Gold ($/oz) $1,566.80 $1,711.90 -$9.67 9.26%
WTI Oil ($/brl) $98.83 $86.28 -$3.77 -12.70%
VIX "Worry Index" 23.4 17.81 0.75 -23.89%





Credit Spreads 12/30/ 2011 10/26/ 2012 Week Change Simple YTD %
Inv Grade Credit Idx 4.63% 3.20% 0.04% -30.89%
High Yield Credit Idx 8.86% 6.66% 0.14% -24.83%
Markit CDX No Am Inv Grade 120 98 7.69% -18.33%
Markit CDX No Am HiVol 247 213 10.36% -13.77%
High Yield to 10 yr T-Note Spread 698 491 3.15% -29.66%

Sunday, October 21, 2012

Market Data: Week Ending October 19, 2012


Market Index 12/30/ 2011 10/19/ 2012 Week Change Simple YTD %
Dow Industrials Avg 12,217.56 13,343.51 0.11% 9.22%
S&P 500 1,257.60 1,433.19 0.32% 13.96%
Fed Funds Rate 0.04% 0.17% 0.03% 325.00%
10 yr T-note Yld 1.88% 1.76% 0.10% -6.38%
5 yr T-note Yld 0.83% 0.75% 0.09% -9.64%
5 yr TIPS - 'Real' Yld -0.89% -1.48% 0.08% -66.29%
Implied 5 yr Inflation % 1.72% 2.23% 0.01% 29.65%
2 yr T-note Yld 0.24% 0.29% 0.03% 20.83%
2-10 Yr Slope 1.64% 1.47% 0.07% -10.37%
90 day T-bill Yld 0.01% 0.09% -0.01% 800.00%
Gold ($/oz) $1,566.80 $1,721.57 -$38.13 9.88%
WTI Oil ($/brl) $98.83 $90.05 -$1.81 -8.88%
VIX "Worry Index" 23.4 17.06 0.92 -27.09%





Credit Spreads 12/30/ 2011 10/19/ 2012 Week Change Simple YTD %
Inv Grade Credit Idx 4.63% 3.16% 0.02% -31.75%
High Yield Credit Idx 8.86% 6.52% -0.14% -26.41%
Markit CDX No Am Inv Grade 120 91 -6.19% -24.17%
Markit CDX No Am HiVol 247 193 -5.39% -21.86%
High Yield to 10 yr T-Note Spread 698 476 -4.80% -31.81%

Sunday, October 14, 2012

Market Data: Week Ending October 12, 2012


Market Index 12/30/ 2011 10/12/ 2012 Week Change Simple YTD %
Dow Industrials Avg 12,217.56 13,328.85 -2.11% 9.10%
S&P 500 1,257.60 1,428.59 -2.26% 13.60%
Fed Funds Rate 0.04% 0.14% -0.03% 250.00%
10 yr T-note Yld 1.88% 1.66% -0.08% -11.70%
5 yr T-note Yld 0.83% 0.66% -0.01% -20.48%
5 yr TIPS - 'Real' Yld -0.89% -1.56% 0.09% -75.28%
Implied 5 yr Inflation % 1.72% 2.22% -0.10% 29.07%
2 yr T-note Yld 0.24% 0.26% 0.00% 8.33%
2-10 Yr Slope 1.64% 1.40% -0.08% -14.63%
90 day T-bill Yld 0.01% 0.10% 0.00% 900.00%
Gold ($/oz) $1,566.80 $1,759.70 -$21.10 12.31%
WTI Oil ($/brl) $98.83 $91.86 $1.98 -7.05%
VIX "Worry Index" 23.4 16.14 1.81 -31.03%





Credit Spreads 12/30/ 2011 10/12/ 2012 Week Change Simple YTD %
Inv Grade Credit Idx 4.63% 3.14% -0.08% -32.18%
High Yield Credit Idx 8.86% 6.66% -0.01% -24.83%
Markit CDX No Am Inv Grade 120 97 2.11% -19.17%
Markit CDX No Am HiVol 247 204 6.81% -17.41%
High Yield to 10 yr T-Note Spread 698 500 1.42% -28.37%

Sunday, October 7, 2012

Market Data: Week Ending October 5, 2012


Market Index 12/30/ 2011 10/5/ 2012 Week Change Simple YTD %
Dow Industrials Avg 12,217.56 13,610.16 1.27% 11.40%
S&P 500 1,257.60 1,460.93 1.39% 16.17%
Fed Funds Rate 0.04% 0.17% 0.09% 325.00%
10 yr T-note Yld 1.88% 1.74% 0.11% -7.45%
5 yr T-note Yld 0.83% 0.67% 0.04% -19.28%
5 yr TIPS - 'Real' Yld -0.89% -1.65% -0.12% -85.39%
Implied 5 yr Inflation % 1.72% 2.32% 0.16% 34.88%
2 yr T-note Yld 0.24% 0.26% 0.03% 8.33%
2-10 Yr Slope 1.64% 1.48% 0.08% -9.76%
90 day T-bill Yld 0.01% 0.10% 0.01% 900.00%
Gold ($/oz) $1,566.80 $1,780.80 $6.90 13.66%
WTI Oil ($/brl) $98.83 $89.88 -$2.31 -9.06%
VIX "Worry Index" 23.4 14.33 -1.4 -38.76%





Credit Spreads 12/30/ 2011 10/5/ 2012 Week Change Simple YTD %
Inv Grade Credit Idx 4.63% 3.22% -0.04% -30.45%
High Yield Credit Idx 8.86% 6.67% -0.14% -24.72%
Markit CDX No Am Inv Grade 120 95 7.95% -20.83%
Markit CDX No Am HiVol 247 191 -2.55% -22.67%
High Yield to 10 yr T-Note Spread 698 493 -4.83% -29.37%