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%