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%