Monday, September 5, 2011

Market Data & Graphs: Week Ending September 2, 2011


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%