Monday, October 31, 2011

Market Data & Graphs: Week Ending October 28, 2011


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%