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% |