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%