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%