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% |
Sunday, November 4, 2012
Market Data & Graphs: Week Ending November 2, 2012
Labels:
CDS,
credit spreads,
graphs,
ISDA,
Market data,
treasury yields