Market Index | 12/30/ 2011 | 12/21/ 2012 | Week Change | Simple YTD % |
Dow Industrials Avg | 12,217.56 | 13,190.84 | 0.42% | 7.97% |
S&P 500 | 1,257.60 | 1,430.15 | 1.16% | 13.72% |
Fed Funds Rate | 0.04% | 0.16% | 0.00% | 300.00% |
10 yr T-note Yld | 1.88% | 1.76% | 0.06% | -6.38% |
5 yr T-note Yld | 0.83% | 0.76% | 0.07% | -8.43% |
5 yr TIPS - 'Real' Yld | -0.89% | -1.39% | 0.03% | -56.18% |
Implied 5 yr Inflation % | 1.72% | 2.15% | 0.04% | 25.00% |
2 yr T-note Yld | 0.24% | 0.27% | 0.04% | 12.50% |
2-10 Yr Slope | 1.64% | 1.49% | 0.02% | -9.15% |
90 day T-bill Yld | 0.01% | 0.06% | 0.00% | 500.00% |
Gold ($/oz) | $1,566.80 | $1,657.22 | -$38.93 | 5.77% |
WTI Oil ($/brl) | $98.83 | $88.66 | $1.93 | -10.29% |
VIX "Worry Index" | 23.4 | 17.84 | 0.84 | -23.76% |
Credit Spreads | 12/30/ 2011 | 12/21/ 2012 | Week Change | Simple YTD % |
Inv Grade Credit Idx | 4.63% | 3.38% | 0.00% | -27.00% |
High Yield Credit Idx | 8.86% | 6.28% | 0.06% | -29.12% |
Markit CDX No Am Inv Grade | 120 | 89 | -5.32% | -25.83% |
Markit CDX No Am HiVol | 247 | 188 | -4.08% | -23.89% |
High Yield to 10 yr T-Note Spread | 698 | 452 | 0.00% | -35.24% |
Sunday, December 23, 2012
Market Data: Week Ending December 21, 2012
Labels:
CDS,
credit spreads,
ISDA,
Market data,
treasury yields