Market Index | 12/31 Close | 9/09 Close | Week Change | Simple YTD % |
Dow Industrials Avg | 11,577.50 | 10,992.10 | -2.21% | -5.06% |
S&P 500 | 1,257.64 | 1,154.23 | -1.68% | -8.22% |
Fed Funds Rate | 0.10% | 0.12% | 0.00% | 20.00% |
10 yr T-note Yld | 3.29% | 1.92% | -0.07% | -41.64% |
5 yr T-note Yld | 2.01% | 0.80% | -0.06% | -60.20% |
5 yr TIPS - 'Real' Yld | -0.06% | -0.93% | 0.02% | -1450.00% |
Implied 5 yr Inflation % | 2.07% | 1.73% | -0.08% | -16.43% |
2 yr T-note Yld | 0.59% | 0.17% | -0.03% | -71.19% |
2-10 Yr Slope | 2.70% | 1.75% | -0.04% | -35.19% |
90 day T-bill Yld | 0.12% | 0.01% | -0.01% | -91.67% |
Gold ($/oz) | $1,421.40 | $1,859.50 | -$23.90 | 30.82% |
WTI Oil ($/brl) | $91.38 | $87.24 | $1.46 | -4.53% |
VIX "Worry Index" | 17.75 | 38.52 | 4.6 | 117.01% |
Credit Spreads | 12/31 Close | 9/09 Close | Week Change | Simple YTD % |
Inv Grade Credit Idx | 4.78% | 4.54% | 0.00% | -5.02% |
Low Grade Credit Idx | 8.32% | 7.82% | 0.13% | -6.01% |
Markit CDX Inv Grd Idx | 85 | 125 | 6.84% | 47.06% |
Markit CDX Mid Grd Idx | 131 | 211 | 1.93% | 61.07% |
Low Grade to 10 yr T-Note Spread | 503 | 590 | 20 | 17.30% |
Monday, September 12, 2011
Market Data: Week Ending September 9, 2011
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Market data