Market Index | 12/31 Close | 9/02 Close | Week Change | Simple YTD % |
Dow Industrials Avg | 11,577.50 | 11,240.30 | -0.39% | -2.91% |
S&P 500 | 1,257.64 | 1,173.97 | -0.24% | -6.65% |
Fed Funds Rate | 0.10% | 0.12% | 0.00% | 20.00% |
10 yr T-note Yld | 3.29% | 1.99% | -0.20% | -39.51% |
5 yr T-note Yld | 2.01% | 0.86% | -0.08% | -57.21% |
5 yr TIPS - 'Real' Yld | -0.06% | -0.95% | -0.14% | -1483.33% |
Implied 5 yr Inflation % | 2.07% | 1.81% | 0.06% | -12.56% |
2 yr T-note Yld | 0.59% | 0.20% | 0.01% | -66.10% |
2-10 Yr Slope | 2.70% | 1.79% | -0.21% | -33.70% |
90 day T-bill Yld | 0.12% | 0.02% | 0.03% | -83.33% |
Gold ($/oz) | $1,421.40 | $1,883.40 | $86.10 | 32.50% |
WTI Oil ($/brl) | $91.38 | $85.78 | $0.41 | -6.13% |
VIX "Worry Index" | 17.75 | 33.92 | -1.67 | 91.10% |
Credit Spreads | 12/31 Close | 9/02 Close | Week Change | Simple YTD % |
Inv Grade Credit Idx | 4.78% | 4.54% | -0.14% | -5.02% |
Low Grade Credit Idx | 8.32% | 7.69% | -0.38% | -7.57% |
Markit CDX Inv Grd Idx | 85 | 117 | -7.14% | 37.65% |
Markit CDX Mid Grd Idx | 131 | 207 | 0.00% | 58.02% |
Low Grade to 10 yr T-Note Spread | 503 | 570 | -18 | 13.32% |
Monday, September 5, 2011
Market Data & Graphs: Week Ending September 2, 2011
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Market data