| 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 | $1.93 | -10.29% |
| VIX "Worry Index" | 23.4 | 17.84 | 0.84 | -23.76% |
| Credit Spreads | 12/30/ 2011 | 12/21/ 2012 | Week Change | Simple YTD % |
| Inv Grade Credit Idx | 4.63% | 3.38% | 0.00% | -27.00% |
| High Yield Credit Idx | 8.86% | 6.28% | 0.06% | -29.12% |
| Markit CDX No Am Inv Grade | 120 | 89 | -5.32% | -25.83% |
| Markit CDX No Am HiVol | 247 | 188 | -4.08% | -23.89% |
| High Yield to 10 yr T-Note Spread | 698 | 452 | 0.00% | -35.24% |
Sunday, December 23, 2012
Market Data: Week Ending December 21, 2012
Sunday, December 16, 2012
Market Data: Week Ending December 14, 2012
| Market Index | 12/30/ 2011 | 12/14/ 2012 | Week Change | Simple YTD % |
| Dow Industrials Avg | 12,217.56 | 13,135.01 | -0.15% | 7.51% |
| S&P 500 | 1,257.60 | 1,413.58 | -0.32% | 12.40% |
| Fed Funds Rate | 0.04% | 0.16% | 0.00% | 300.00% |
| 10 yr T-note Yld | 1.88% | 1.70% | 0.08% | -9.57% |
| 5 yr T-note Yld | 0.83% | 0.69% | 0.07% | -16.87% |
| 5 yr TIPS - 'Real' Yld | -0.89% | -1.42% | 0.04% | -59.55% |
| Implied 5 yr Inflation % | 1.72% | 2.11% | 0.03% | 22.67% |
| 2 yr T-note Yld | 0.24% | 0.23% | -0.01% | -4.17% |
| 2-10 Yr Slope | 1.64% | 1.47% | 0.09% | -10.37% |
| 90 day T-bill Yld | 0.01% | 0.06% | -0.04% | 500.00% |
| Gold ($/oz) | $1,566.80 | $1,696.15 | -$7.92 | 8.26% |
| WTI Oil ($/brl) | $98.83 | $86.73 | $0.80 | -12.24% |
| VIX "Worry Index" | 23.4 | 17 | 1.1 | -27.35% |
| Credit Spreads | 12/30/ 2011 | 12/14/ 2012 | Week Change | Simple YTD % |
| Inv Grade Credit Idx | 4.63% | 3.38% | 0.14% | -27.00% |
| High Yield Credit Idx | 8.86% | 6.22% | -0.10% | -29.80% |
| Markit CDX No Am Inv Grade | 120 | 94 | -4.08% | -21.67% |
| Markit CDX No Am HiVol | 247 | 196 | -2.97% | -20.65% |
| High Yield to 10 yr T-Note Spread | 698 | 452 | -3.83% | -35.24% |
Sunday, December 9, 2012
Market Data: Week Ending December 7, 2012
| Market Index | 12/30/ 2011 | 12/7/ 2012 | Week Change | Simple YTD % |
| Dow Industrials Avg | 12,217.56 | 13,155.13 | 0.98% | 7.67% |
| S&P 500 | 1,257.60 | 1,418.07 | 0.13% | 12.76% |
| Fed Funds Rate | 0.04% | 0.16% | 0.00% | 300.00% |
| 10 yr T-note Yld | 1.88% | 1.62% | 0.00% | -13.83% |
| 5 yr T-note Yld | 0.83% | 0.62% | 0.00% | -25.30% |
| 5 yr TIPS - 'Real' Yld | -0.89% | -1.46% | -0.09% | -64.04% |
| Implied 5 yr Inflation % | 1.72% | 2.08% | 0.09% | 20.93% |
| 2 yr T-note Yld | 0.24% | 0.24% | -0.01% | 0.00% |
| 2-10 Yr Slope | 1.64% | 1.38% | 0.01% | -15.85% |
| 90 day T-bill Yld | 0.01% | 0.10% | 0.01% | 900.00% |
| Gold ($/oz) | $1,566.80 | $1,704.07 | -$10.91 | 8.76% |
| WTI Oil ($/brl) | $98.83 | $85.93 | -$2.98 | -13.05% |
| VIX "Worry Index" | 23.4 | 15.9 | 0.03 | -32.05% |
| Credit Spreads | 12/30/ 2011 | 12/7/ 2012 | Week Change | Simple YTD % |
| Inv Grade Credit Idx | 4.63% | 3.24% | 0.00% | -30.02% |
| High Yield Credit Idx | 8.86% | 6.32% | -0.24% | -28.67% |
| Markit CDX No Am Inv Grade | 120 | 98 | -1.01% | -18.33% |
| Markit CDX No Am HiVol | 247 | 202 | -5.16% | -18.22% |
| High Yield to 10 yr T-Note Spread | 698 | 470 | -4.86% | -32.66% |
Sunday, December 2, 2012
Market Data & Graphs: Week Ending November 30, 2012
| Market Index | 12/30/ 2011 | 11/30/ 2012 | Week Change | Simple YTD % |
| Dow Industrials Avg | 12,217.56 | 13,025.58 | 0.12% | 6.61% |
| S&P 500 | 1,257.60 | 1,416.18 | 0.50% | 12.61% |
| Fed Funds Rate | 0.04% | 0.16% | 0.00% | 300.00% |
| 10 yr T-note Yld | 1.88% | 1.62% | -0.07% | -13.83% |
| 5 yr T-note Yld | 0.83% | 0.62% | -0.07% | -25.30% |
| 5 yr TIPS - 'Real' Yld | -0.89% | -1.37% | -0.01% | -53.93% |
| Implied 5 yr Inflation % | 1.72% | 1.99% | -0.06% | 15.70% |
| 2 yr T-note Yld | 0.24% | 0.25% | -0.02% | 4.17% |
| 2-10 Yr Slope | 1.64% | 1.37% | -0.05% | -16.46% |
| 90 day T-bill Yld | 0.01% | 0.09% | -0.01% | 800.00% |
| Gold ($/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% |
Subscribe to:
Posts (Atom)