Market Index | 12/30/ 2011 | 9/28/ 2012 | Week Change | Simple YTD % |
Dow Industrials Avg | 12,217.56 | 13,437.13 | -1.06% | 9.98% |
S&P 500 | 1,257.60 | 1,440.67 | -1.35% | 14.56% |
Fed Funds Rate | 0.04% | 0.08% | -0.08% | 100.00% |
10 yr T-note Yld | 1.88% | 1.63% | -0.12% | -13.30% |
5 yr T-note Yld | 0.83% | 0.63% | -0.04% | -24.10% |
5 yr TIPS - 'Real' Yld | -0.89% | -1.53% | 0.04% | -71.91% |
Implied 5 yr Inflation % | 1.72% | 2.16% | -0.08% | 25.58% |
2 yr T-note Yld | 0.24% | 0.23% | -0.03% | -4.17% |
2-10 Yr Slope | 1.64% | 1.40% | -0.09% | -14.63% |
90 day T-bill Yld | 0.01% | 0.09% | -0.01% | 800.00% |
Gold ($/oz) | $1,566.80 | $1,773.90 | -$4.10 | 13.22% |
WTI Oil ($/brl) | $98.83 | $92.19 | -$0.70 | -6.72% |
VIX "Worry Index" | 23.4 | 15.73 | 1.75 | -32.78% |
Credit Spreads | 12/30/ 2011 | 9/28/ 2012 | Week Change | Simple YTD % |
Inv Grade Credit Idx | 4.63% | 3.26% | -0.07% | -29.59% |
High Yield Credit Idx | 8.86% | 6.81% | 0.22% | -23.14% |
Markit CDX No Am Inv Grade | 120 | 88 | -8.33% | -26.67% |
Markit CDX No Am HiVol | 247 | 196 | 2.08% | -20.65% |
High Yield to 10 yr T-Note Spread | 698 | 518 | 7.02% | -25.79% |
Sunday, September 30, 2012
Market Data & Graphs: Week Ending September 28, 2012
Labels:
credit spreads,
graphs,
ISDA,
Market data
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