Sunday, December 2, 2012

Market Data & Graphs: Week Ending November 30, 2012


Market Index 12/30/ 2011 11/30/ 2012 Week Change Simple YTD %
Dow Industrials Avg 12,217.56 13,025.58 0.12% 6.61%
S&P 500 1,257.60 1,416.18 0.50% 12.61%
Fed Funds Rate 0.04% 0.16% 0.00% 300.00%
10 yr T-note Yld 1.88% 1.62% -0.07% -13.83%
5 yr T-note Yld 0.83% 0.62% -0.07% -25.30%
5 yr TIPS - 'Real' Yld -0.89% -1.37% -0.01% -53.93%
Implied 5 yr Inflation % 1.72% 1.99% -0.06% 15.70%
2 yr T-note Yld 0.24% 0.25% -0.02% 4.17%
2-10 Yr Slope 1.64% 1.37% -0.05% -16.46%
90 day T-bill Yld 0.01% 0.09% -0.01% 800.00%
Gold ($/oz) $1,566.80 $1,714.98 -$38.02 9.46%
WTI Oil ($/brl) $98.83 $88.91 $0.63 -10.04%
VIX "Worry Index" 23.4 15.87 0.73 -32.18%





Credit Spreads 12/30/ 2011 11/30/ 2012 Week Change Simple YTD %
Inv Grade Credit Idx 4.63% 3.24% -0.07% -30.02%
High Yield Credit Idx 8.86% 6.56% -0.25% -25.96%
Markit CDX No Am Inv Grade 120 99 -1.00% -17.50%
Markit CDX No Am HiVol 247 213 -2.74% -13.77%
High Yield to 10 yr T-Note Spread 698 494 -3.52% -29.23%