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%