Market Index | 12/31 Close | 10/28 Close | Week Change | Simple YTD % |
Dow Industrials Avg | 11,577.50 | 12,168.00 | 3.04% | 5.10% |
S&P 500 | 1,257.64 | 1,280.90 | 3.44% | 1.85% |
Fed Funds Rate | 0.10% | 0.07% | -0.01% | -30.00% |
10 yr T-note Yld | 3.29% | 2.32% | 0.10% | -29.48% |
5 yr T-note Yld | 2.01% | 1.13% | 0.06% | -43.78% |
5 yr TIPS - 'Real' Yld | -0.06% | -0.86% | -0.11% | -1333.33% |
Implied 5 yr Inflation % | 2.07% | 1.99% | 0.17% | -3.86% |
2 yr T-note Yld | 0.59% | 0.29% | 0.02% | -50.85% |
2-10 Yr Slope | 2.70% | 2.03% | 0.08% | -24.81% |
90 day T-bill Yld | 0.12% | 0.00% | -0.02% | -100.00% |
Gold ($/oz) | $1,421.40 | $1,747.20 | $111.10 | 22.92% |
WTI Oil ($/brl) | $91.38 | $93.32 | $5.92 | 2.12% |
VIX "Worry Index" | 17.75 | 24.53 | -6.79 | 38.20% |
Credit Spreads | 12/31 Close | 10/28 Close | Week Change | Simple YTD % |
Inv Grade Credit Idx | 4.78% | 4.51% | -0.14% | -5.65% |
Low Grade Credit Idx | 8.32% | 7.83% | -0.30% | -5.89% |
Markit CDX Inv Grd Idx | 85 | 113 | -15.67% | 32.94% |
Markit CDX Mid Grd Idx | 131 | 204 | -12.07% | 55.73% |
Low Grade to 10 yr T-Note Spread | 503 | 551 | -40 | 9.54% |
Monday, October 31, 2011
Market Data & Graphs: Week Ending October 28, 2011
Labels:
graphs,
Market data
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