Sunday, November 25, 2012

Market Data: Week Ending November 23, 2012


Market Index 12/30/ 2011 11/23/ 2012 Week Change Simple YTD %
Dow Industrials Avg 12,217.56 13,009.68 3.24% 6.48%
S&P 500 1,257.60 1,409.15 3.50% 12.05%
Fed Funds Rate 0.04% 0.16% 0.00% 300.00%
10 yr T-note Yld 1.88% 1.69% 0.11% -10.11%
5 yr T-note Yld 0.83% 0.69% 0.08% -16.87%
5 yr TIPS - 'Real' Yld -0.89% -1.36% 0.02% -52.81%
Implied 5 yr Inflation % 1.72% 2.05% 0.06% 19.19%
2 yr T-note Yld 0.24% 0.27% 0.03% 12.50%
2-10 Yr Slope 1.64% 1.42% 0.08% -13.41%
90 day T-bill Yld 0.01% 0.10% 0.02% 900.00%
Gold ($/oz) $1,566.80 $1,753.00 $39.25 11.88%
WTI Oil ($/brl) $98.83 $88.28 $1.36 -10.67%
VIX "Worry Index" 23.4 15.14 -1.27 -35.30%





Credit Spreads 12/30/ 2011 11/23/ 2012 Week Change Simple YTD %
Inv Grade Credit Idx 4.63% 3.31% 0.05% -28.51%
High Yield Credit Idx 8.86% 6.81% -0.22% -23.14%
Markit CDX No Am Inv Grade 120 100 -9.91% -16.67%
Markit CDX No Am HiVol 247 219 -1.35% -11.34%
High Yield to 10 yr T-Note Spread 698 512 -6.06% -26.65%

Sunday, November 18, 2012

Market Data: Week Ending November 16, 2012


Market Index 12/30/ 2011 11/16/ 2012 Week Change Simple YTD %
Dow Industrials Avg 12,217.56 12,588.31 -1.80% 3.03%
S&P 500 1,257.60 1,359.88 -1.47% 8.13%
Fed Funds Rate 0.04% 0.16% -0.01% 300.00%
10 yr T-note Yld 1.88% 1.58% -0.03% -15.96%
5 yr T-note Yld 0.83% 0.61% -0.03% -26.51%
5 yr TIPS - 'Real' Yld -0.89% -1.38% 0.10% -55.06%
Implied 5 yr Inflation % 1.72% 1.99% -0.13% 15.70%
2 yr T-note Yld 0.24% 0.24% -0.02% 0.00%
2-10 Yr Slope 1.64% 1.34% -0.01% -18.29%
90 day T-bill Yld 0.01% 0.08% -0.01% 700.00%
Gold ($/oz) $1,566.80 $1,713.75 -$17.43 9.38%
WTI Oil ($/brl) $98.83 $86.92 $0.85 -12.05%
VIX "Worry Index" 23.4 16.41 -2.2 -29.87%





Credit Spreads 12/30/ 2011 11/16/ 2012 Week Change Simple YTD %
Inv Grade Credit Idx 4.63% 3.26% 0.03% -29.59%
High Yield Credit Idx 8.86% 7.03% 0.26% -20.65%
Markit CDX No Am Inv Grade 120 111 6.73% -7.50%
Markit CDX No Am HiVol 247 222 3.74% -10.12%
High Yield to 10 yr T-Note Spread 698 545 5.62% -21.92%

Sunday, November 11, 2012

Market Data: Week Ending November 9, 2012


Market Index 12/30/ 2011 11/9/ 2012 Week Change Simple YTD %
Dow Industrials Avg 12,217.56 12,815.39 -2.17% 4.89%
S&P 500 1,257.60 1,379.85 -2.49% 9.72%
Fed Funds Rate 0.04% 0.17% 0.00% 325.00%
10 yr T-note Yld 1.88% 1.61% -0.10% -14.36%
5 yr T-note Yld 0.83% 0.64% -0.08% -22.89%
5 yr TIPS - 'Real' Yld -0.89% -1.48% -0.04% -66.29%
Implied 5 yr Inflation % 1.72% 2.12% -0.04% 23.26%
2 yr T-note Yld 0.24% 0.26% -0.02% 8.33%
2-10 Yr Slope 1.64% 1.35% -0.08% -17.68%
90 day T-bill Yld 0.01% 0.09% 0.00% 800.00%
Gold ($/oz) $1,566.80 $1,731.18 $55.98 10.49%
WTI Oil ($/brl) $98.83 $86.07 $1.21 -12.91%
VIX "Worry Index" 23.4 18.61 0.8 -20.47%





Credit Spreads 12/30/ 2011 11/9/ 2012 Week Change Simple YTD %
Inv Grade Credit Idx 4.63% 3.23% 0.01% -30.24%
High Yield Credit Idx 8.86% 6.77% 0.10% -23.59%
Markit CDX No Am Inv Grade 120 104 8.33% -13.33%
Markit CDX No Am HiVol 247 214 1.42% -13.36%
High Yield to 10 yr T-Note Spread 698 516 4.03% -26.07%

Sunday, November 4, 2012

Market Data & Graphs: Week Ending November 2, 2012

Market Index 12/30/ 2011 11/2/ 2012 Week Change Simple YTD %
Dow Industrials Avg 12,217.56 13,093.16 -0.11% 7.17%
S&P 500 1,257.60 1,414.20 0.16% 12.45%
Fed Funds Rate 0.04% 0.17% 0.00% 325.00%
10 yr T-note Yld 1.88% 1.71% -0.04% -9.04%
5 yr T-note Yld 0.83% 0.72% -0.04% -13.25%
5 yr TIPS - 'Real' Yld -0.89% -1.44% -0.04% -61.80%
Implied 5 yr Inflation % 1.72% 2.16% 0.00% 25.58%
2 yr T-note Yld 0.24% 0.28% -0.02% 16.67%
2-10 Yr Slope 1.64% 1.43% -0.02% -12.80%
90 day T-bill Yld 0.01% 0.09% -0.02% 800.00%
Gold ($/oz) $1,566.80 $1,675.20 -$36.70 6.92%
WTI Oil ($/brl) $98.83 $84.86 -$1.42 -14.14%
VIX "Worry Index" 23.4 17.81 0 -23.89%





Credit Spreads 12/30/ 2011 11/2/ 2012 Week Change Simple YTD %
Inv Grade Credit Idx 4.63% 3.22% 0.02% -30.45%
High Yield Credit Idx 8.86% 6.67% 0.01% -24.72%
Markit CDX No Am Inv Grade 120 96 -2.04% -20.00%
Markit CDX No Am HiVol 247 211 -0.94% -14.57%
High Yield to 10 yr T-Note Spread 698 496 1.02% -28.94%