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%