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%