Sunday, December 16, 2012

Market Data: Week Ending December 14, 2012


Market Index 12/30/ 2011 12/14/ 2012 Week Change Simple YTD %
Dow Industrials Avg 12,217.56 13,135.01 -0.15% 7.51%
S&P 500 1,257.60 1,413.58 -0.32% 12.40%
Fed Funds Rate 0.04% 0.16% 0.00% 300.00%
10 yr T-note Yld 1.88% 1.70% 0.08% -9.57%
5 yr T-note Yld 0.83% 0.69% 0.07% -16.87%
5 yr TIPS - 'Real' Yld -0.89% -1.42% 0.04% -59.55%
Implied 5 yr Inflation % 1.72% 2.11% 0.03% 22.67%
2 yr T-note Yld 0.24% 0.23% -0.01% -4.17%
2-10 Yr Slope 1.64% 1.47% 0.09% -10.37%
90 day T-bill Yld 0.01% 0.06% -0.04% 500.00%
Gold ($/oz) $1,566.80 $1,696.15 -$7.92 8.26%
WTI Oil ($/brl) $98.83 $86.73 $0.80 -12.24%
VIX "Worry Index" 23.4 17 1.1 -27.35%





Credit Spreads 12/30/ 2011 12/14/ 2012 Week Change Simple YTD %
Inv Grade Credit Idx 4.63% 3.38% 0.14% -27.00%
High Yield Credit Idx 8.86% 6.22% -0.10% -29.80%
Markit CDX No Am Inv Grade 120 94 -4.08% -21.67%
Markit CDX No Am HiVol 247 196 -2.97% -20.65%
High Yield to 10 yr T-Note Spread 698 452 -3.83% -35.24%