Market Index | 12/30/ 2011 | 12/7/ 2012 | Week Change | Simple YTD % |
Dow Industrials Avg | 12,217.56 | 13,155.13 | 0.98% | 7.67% |
S&P 500 | 1,257.60 | 1,418.07 | 0.13% | 12.76% |
Fed Funds Rate | 0.04% | 0.16% | 0.00% | 300.00% |
10 yr T-note Yld | 1.88% | 1.62% | 0.00% | -13.83% |
5 yr T-note Yld | 0.83% | 0.62% | 0.00% | -25.30% |
5 yr TIPS - 'Real' Yld | -0.89% | -1.46% | -0.09% | -64.04% |
Implied 5 yr Inflation % | 1.72% | 2.08% | 0.09% | 20.93% |
2 yr T-note Yld | 0.24% | 0.24% | -0.01% | 0.00% |
2-10 Yr Slope | 1.64% | 1.38% | 0.01% | -15.85% |
90 day T-bill Yld | 0.01% | 0.10% | 0.01% | 900.00% |
Gold ($/oz) | $1,566.80 | $1,704.07 | -$10.91 | 8.76% |
WTI Oil ($/brl) | $98.83 | $85.93 | -$2.98 | -13.05% |
VIX "Worry Index" | 23.4 | 15.9 | 0.03 | -32.05% |
Credit Spreads | 12/30/ 2011 | 12/7/ 2012 | Week Change | Simple YTD % |
Inv Grade Credit Idx | 4.63% | 3.24% | 0.00% | -30.02% |
High Yield Credit Idx | 8.86% | 6.32% | -0.24% | -28.67% |
Markit CDX No Am Inv Grade | 120 | 98 | -1.01% | -18.33% |
Markit CDX No Am HiVol | 247 | 202 | -5.16% | -18.22% |
High Yield to 10 yr T-Note Spread | 698 | 470 | -4.86% | -32.66% |
Sunday, December 9, 2012
Market Data: Week Ending December 7, 2012
Labels:
CDS,
credit spreads,
ISDA,
Market data,
treasury yields