Sunday, December 9, 2012

Market Data: Week Ending December 7, 2012


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%