Monday, September 12, 2011

Market Data: Week Ending September 9, 2011


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%