Sunday, December 30, 2012

Market Data & Graphs: Week Ending December 28, 2012


Market Index 12/30/ 2011 12/28/ 2012 Week Change Simple YTD %
Dow Industrials Avg 12,217.56 12,938.11 -1.95% 5.90%
S&P 500 1,257.60 1,402.43 -1.98% 11.52%
Fed Funds Rate 0.04% 0.17% 0.01% 325.00%
10 yr T-note Yld 1.88% 1.70% -0.06% -9.57%
5 yr T-note Yld 0.83% 0.71% -0.05% -14.46%
5 yr TIPS - 'Real' Yld -0.89% -1.39% 0.00% -56.18%
Implied 5 yr Inflation % 1.72% 2.10% -0.05% 22.09%
2 yr T-note Yld 0.24% 0.25% -0.02% 4.17%
2-10 Yr Slope 1.64% 1.45% -0.04% -11.59%
90 day T-bill Yld 0.01% 0.08% 0.02% 700.00%
Gold ($/oz) $1,566.80 $1,655.70 -$1.52 5.67%
WTI Oil ($/brl) $98.83 $90.80 $2.14 -8.13%
VIX "Worry Index" 23.4 22.72 4.88 -2.91%





Credit Spreads 12/30/ 2011 12/28/ 2012 Week Change Simple YTD %
Inv Grade Credit Idx 4.63% 3.34% -0.04% -27.86%
High Yield Credit Idx 8.86% 6.77% 0.49% -23.59%
Markit CDX No Am Inv Grade 120 95 6.74% -20.83%
Markit CDX No Am HiVol 247 195 3.72% -21.05%
High Yield to 10 yr T-Note Spread 698 507 12.17% -27.36%