| Market Index | 12/30/ 2011 | 11/23/ 2012 | Week Change | Simple YTD % |
| Dow Industrials Avg | 12,217.56 | 13,009.68 | 3.24% | 6.48% |
| S&P 500 | 1,257.60 | 1,409.15 | 3.50% | 12.05% |
| Fed Funds Rate | 0.04% | 0.16% | 0.00% | 300.00% |
| 10 yr T-note Yld | 1.88% | 1.69% | 0.11% | -10.11% |
| 5 yr T-note Yld | 0.83% | 0.69% | 0.08% | -16.87% |
| 5 yr TIPS - 'Real' Yld | -0.89% | -1.36% | 0.02% | -52.81% |
| Implied 5 yr Inflation % | 1.72% | 2.05% | 0.06% | 19.19% |
| 2 yr T-note Yld | 0.24% | 0.27% | 0.03% | 12.50% |
| 2-10 Yr Slope | 1.64% | 1.42% | 0.08% | -13.41% |
| 90 day T-bill Yld | 0.01% | 0.10% | 0.02% | 900.00% |
| Gold ($/oz) | $1,566.80 | $1,753.00 | $39.25 | 11.88% |
| WTI Oil ($/brl) | $98.83 | $88.28 | $1.36 | -10.67% |
| VIX "Worry Index" | 23.4 | 15.14 | -1.27 | -35.30% |
| Credit Spreads | 12/30/ 2011 | 11/23/ 2012 | Week Change | Simple YTD % |
| Inv Grade Credit Idx | 4.63% | 3.31% | 0.05% | -28.51% |
| High Yield Credit Idx | 8.86% | 6.81% | -0.22% | -23.14% |
| Markit CDX No Am Inv Grade | 120 | 100 | -9.91% | -16.67% |
| Markit CDX No Am HiVol | 247 | 219 | -1.35% | -11.34% |
| High Yield to 10 yr T-Note Spread | 698 | 512 | -6.06% | -26.65% |
Sunday, November 25, 2012
Market Data: Week Ending November 23, 2012
Sunday, November 18, 2012
Market Data: Week Ending November 16, 2012
| Market Index | 12/30/ 2011 | 11/16/ 2012 | Week Change | Simple YTD % |
| Dow Industrials Avg | 12,217.56 | 12,588.31 | -1.80% | 3.03% |
| S&P 500 | 1,257.60 | 1,359.88 | -1.47% | 8.13% |
| Fed Funds Rate | 0.04% | 0.16% | -0.01% | 300.00% |
| 10 yr T-note Yld | 1.88% | 1.58% | -0.03% | -15.96% |
| 5 yr T-note Yld | 0.83% | 0.61% | -0.03% | -26.51% |
| 5 yr TIPS - 'Real' Yld | -0.89% | -1.38% | 0.10% | -55.06% |
| Implied 5 yr Inflation % | 1.72% | 1.99% | -0.13% | 15.70% |
| 2 yr T-note Yld | 0.24% | 0.24% | -0.02% | 0.00% |
| 2-10 Yr Slope | 1.64% | 1.34% | -0.01% | -18.29% |
| 90 day T-bill Yld | 0.01% | 0.08% | -0.01% | 700.00% |
| Gold ($/oz) | $1,566.80 | $1,713.75 | -$17.43 | 9.38% |
| WTI Oil ($/brl) | $98.83 | $86.92 | $0.85 | -12.05% |
| VIX "Worry Index" | 23.4 | 16.41 | -2.2 | -29.87% |
| Credit Spreads | 12/30/ 2011 | 11/16/ 2012 | Week Change | Simple YTD % |
| Inv Grade Credit Idx | 4.63% | 3.26% | 0.03% | -29.59% |
| High Yield Credit Idx | 8.86% | 7.03% | 0.26% | -20.65% |
| Markit CDX No Am Inv Grade | 120 | 111 | 6.73% | -7.50% |
| Markit CDX No Am HiVol | 247 | 222 | 3.74% | -10.12% |
| High Yield to 10 yr T-Note Spread | 698 | 545 | 5.62% | -21.92% |
Sunday, November 11, 2012
Market Data: Week Ending November 9, 2012
| Market Index | 12/30/ 2011 | 11/9/ 2012 | Week Change | Simple YTD % |
| Dow Industrials Avg | 12,217.56 | 12,815.39 | -2.17% | 4.89% |
| S&P 500 | 1,257.60 | 1,379.85 | -2.49% | 9.72% |
| Fed Funds Rate | 0.04% | 0.17% | 0.00% | 325.00% |
| 10 yr T-note Yld | 1.88% | 1.61% | -0.10% | -14.36% |
| 5 yr T-note Yld | 0.83% | 0.64% | -0.08% | -22.89% |
| 5 yr TIPS - 'Real' Yld | -0.89% | -1.48% | -0.04% | -66.29% |
| Implied 5 yr Inflation % | 1.72% | 2.12% | -0.04% | 23.26% |
| 2 yr T-note Yld | 0.24% | 0.26% | -0.02% | 8.33% |
| 2-10 Yr Slope | 1.64% | 1.35% | -0.08% | -17.68% |
| 90 day T-bill Yld | 0.01% | 0.09% | 0.00% | 800.00% |
| Gold ($/oz) | $1,566.80 | $1,731.18 | $55.98 | 10.49% |
| WTI Oil ($/brl) | $98.83 | $86.07 | $1.21 | -12.91% |
| VIX "Worry Index" | 23.4 | 18.61 | 0.8 | -20.47% |
| Credit Spreads | 12/30/ 2011 | 11/9/ 2012 | Week Change | Simple YTD % |
| Inv Grade Credit Idx | 4.63% | 3.23% | 0.01% | -30.24% |
| High Yield Credit Idx | 8.86% | 6.77% | 0.10% | -23.59% |
| Markit CDX No Am Inv Grade | 120 | 104 | 8.33% | -13.33% |
| Markit CDX No Am HiVol | 247 | 214 | 1.42% | -13.36% |
| High Yield to 10 yr T-Note Spread | 698 | 516 | 4.03% | -26.07% |
Sunday, November 4, 2012
Market Data & Graphs: Week Ending November 2, 2012
| Market Index | 12/30/ 2011 | 11/2/ 2012 | Week Change | Simple YTD % |
| Dow Industrials Avg | 12,217.56 | 13,093.16 | -0.11% | 7.17% |
| S&P 500 | 1,257.60 | 1,414.20 | 0.16% | 12.45% |
| Fed Funds Rate | 0.04% | 0.17% | 0.00% | 325.00% |
| 10 yr T-note Yld | 1.88% | 1.71% | -0.04% | -9.04% |
| 5 yr T-note Yld | 0.83% | 0.72% | -0.04% | -13.25% |
| 5 yr TIPS - 'Real' Yld | -0.89% | -1.44% | -0.04% | -61.80% |
| Implied 5 yr Inflation % | 1.72% | 2.16% | 0.00% | 25.58% |
| 2 yr T-note Yld | 0.24% | 0.28% | -0.02% | 16.67% |
| 2-10 Yr Slope | 1.64% | 1.43% | -0.02% | -12.80% |
| 90 day T-bill Yld | 0.01% | 0.09% | -0.02% | 800.00% |
| Gold ($/oz) | $1,566.80 | $1,675.20 | -$36.70 | 6.92% |
| WTI Oil ($/brl) | $98.83 | $84.86 | -$1.42 | -14.14% |
| VIX "Worry Index" | 23.4 | 17.81 | 0 | -23.89% |
| Credit Spreads | 12/30/ 2011 | 11/2/ 2012 | Week Change | Simple YTD % |
| Inv Grade Credit Idx | 4.63% | 3.22% | 0.02% | -30.45% |
| High Yield Credit Idx | 8.86% | 6.67% | 0.01% | -24.72% |
| Markit CDX No Am Inv Grade | 120 | 96 | -2.04% | -20.00% |
| Markit CDX No Am HiVol | 247 | 211 | -0.94% | -14.57% |
| High Yield to 10 yr T-Note Spread | 698 | 496 | 1.02% | -28.94% |
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