Market Index | 12/30/ 2011 | 10/26/ 2012 | Week Change | Simple YTD % |
Dow Industrials Avg | 12,217.56 | 13,107.21 | -1.80% | 7.28% |
S&P 500 | 1,257.60 | 1,411.94 | -1.51% | 12.27% |
Fed Funds Rate | 0.04% | 0.17% | 0.00% | 325.00% |
10 yr T-note Yld | 1.88% | 1.75% | -0.01% | -6.91% |
5 yr T-note Yld | 0.83% | 0.76% | 0.01% | -8.43% |
5 yr TIPS - 'Real' Yld | -0.89% | -1.40% | 0.08% | -57.30% |
Implied 5 yr Inflation % | 1.72% | 2.16% | -0.07% | 25.58% |
2 yr T-note Yld | 0.24% | 0.30% | 0.01% | 25.00% |
2-10 Yr Slope | 1.64% | 1.45% | -0.02% | -11.59% |
90 day T-bill Yld | 0.01% | 0.11% | 0.02% | 1000.00% |
Gold ($/oz) | $1,566.80 | $1,711.90 | -$9.67 | 9.26% |
WTI Oil ($/brl) | $98.83 | $86.28 | -$3.77 | -12.70% |
VIX "Worry Index" | 23.4 | 17.81 | 0.75 | -23.89% |
Credit Spreads | 12/30/ 2011 | 10/26/ 2012 | Week Change | Simple YTD % |
Inv Grade Credit Idx | 4.63% | 3.20% | 0.04% | -30.89% |
High Yield Credit Idx | 8.86% | 6.66% | 0.14% | -24.83% |
Markit CDX No Am Inv Grade | 120 | 98 | 7.69% | -18.33% |
Markit CDX No Am HiVol | 247 | 213 | 10.36% | -13.77% |
High Yield to 10 yr T-Note Spread | 698 | 491 | 3.15% | -29.66% |