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% |