Sunday, December 23, 2012

Market Data: Week Ending December 21, 2012


Market Index 12/30/ 2011 12/21/ 2012 Week Change Simple YTD %
Dow Industrials Avg 12,217.56 13,190.84 0.42% 7.97%
S&P 500 1,257.60 1,430.15 1.16% 13.72%
Fed Funds Rate 0.04% 0.16% 0.00% 300.00%
10 yr T-note Yld 1.88% 1.76% 0.06% -6.38%
5 yr T-note Yld 0.83% 0.76% 0.07% -8.43%
5 yr TIPS - 'Real' Yld -0.89% -1.39% 0.03% -56.18%
Implied 5 yr Inflation % 1.72% 2.15% 0.04% 25.00%
2 yr T-note Yld 0.24% 0.27% 0.04% 12.50%
2-10 Yr Slope 1.64% 1.49% 0.02% -9.15%
90 day T-bill Yld 0.01% 0.06% 0.00% 500.00%
Gold ($/oz) $1,566.80 $1,657.22 -$38.93 5.77%
WTI Oil ($/brl) $98.83 $88.66 $1.93 -10.29%
VIX "Worry Index" 23.4 17.84 0.84 -23.76%





Credit Spreads 12/30/ 2011 12/21/ 2012 Week Change Simple YTD %
Inv Grade Credit Idx 4.63% 3.38% 0.00% -27.00%
High Yield Credit Idx 8.86% 6.28% 0.06% -29.12%
Markit CDX No Am Inv Grade 120 89 -5.32% -25.83%
Markit CDX No Am HiVol 247 188 -4.08% -23.89%
High Yield to 10 yr T-Note Spread 698 452 0.00% -35.24%