Market Index | 12/30/ 2011 | 11/30/ 2012 | Week Change | Simple YTD % |
Dow Industrials Avg | 12,217.56 | 13,025.58 | 0.12% | 6.61% |
S&P 500 | 1,257.60 | 1,416.18 | 0.50% | 12.61% |
Fed Funds Rate | 0.04% | 0.16% | 0.00% | 300.00% |
10 yr T-note Yld | 1.88% | 1.62% | -0.07% | -13.83% |
5 yr T-note Yld | 0.83% | 0.62% | -0.07% | -25.30% |
5 yr TIPS - 'Real' Yld | -0.89% | -1.37% | -0.01% | -53.93% |
Implied 5 yr Inflation % | 1.72% | 1.99% | -0.06% | 15.70% |
2 yr T-note Yld | 0.24% | 0.25% | -0.02% | 4.17% |
2-10 Yr Slope | 1.64% | 1.37% | -0.05% | -16.46% |
90 day T-bill Yld | 0.01% | 0.09% | -0.01% | 800.00% |
Gold ($/oz) | $1,566.80 | $1,714.98 | -$38.02 | 9.46% |
WTI Oil ($/brl) | $98.83 | $88.91 | $0.63 | -10.04% |
VIX "Worry Index" | 23.4 | 15.87 | 0.73 | -32.18% |
Credit Spreads | 12/30/ 2011 | 11/30/ 2012 | Week Change | Simple YTD % |
Inv Grade Credit Idx | 4.63% | 3.24% | -0.07% | -30.02% |
High Yield Credit Idx | 8.86% | 6.56% | -0.25% | -25.96% |
Markit CDX No Am Inv Grade | 120 | 99 | -1.00% | -17.50% |
Markit CDX No Am HiVol | 247 | 213 | -2.74% | -13.77% |
High Yield to 10 yr T-Note Spread | 698 | 494 | -3.52% | -29.23% |
Sunday, December 2, 2012
Market Data & Graphs: Week Ending November 30, 2012
Labels:
CDS,
credit spreads,
graphs,
ISDA,
Market data,
treasury yields