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 11, 2012
Market Data: Week Ending November 9, 2012
Labels:
CDS,
credit spreads,
ISDA,
Market data,
treasury yields