Market Index | 12/31 Close | 10/14 Close | Week Change | Simple YTD % |
Dow Industrials Avg | 11,577.50 | 11,566.00 | 4.17% | -0.10% |
S&P 500 | 1,257.64 | 1,219.20 | 5.52% | -3.06% |
Fed Funds Rate | 0.10% | 0.08% | 0.00% | -20.00% |
10 yr T-note Yld | 3.29% | 2.25% | 0.17% | -31.61% |
5 yr T-note Yld | 2.01% | 1.11% | 0.03% | -44.78% |
5 yr TIPS - 'Real' Yld | -0.06% | -0.61% | 0.05% | -916.67% |
Implied 5 yr Inflation % | 2.07% | 1.72% | -0.02% | -16.91% |
2 yr T-note Yld | 0.59% | 0.27% | -0.02% | -54.24% |
2-10 Yr Slope | 2.70% | 1.98% | 0.19% | -26.67% |
90 day T-bill Yld | 0.12% | 0.01% | 0.00% | -91.67% |
Gold ($/oz) | $1,421.40 | $1,683.00 | $47.20 | 18.40% |
WTI Oil ($/brl) | $91.38 | $86.80 | $3.82 | -5.01% |
VIX "Worry Index" | 17.75 | 28.24 | -7.96 | 59.10% |
Credit Spreads | 12/31 Close | 10/14 Close | Week Change | Simple YTD % |
Inv Grade Credit Idx | 4.78% | 4.82% | -0.08% | 0.84% |
Low Grade Credit Idx | 8.32% | 8.49% | -0.28% | 2.04% |
Markit CDX Inv Grd Idx | 85 | 133 | -4.32% | 56.47% |
Markit CDX Mid Grd Idx | 131 | 233 | -7.91% | 77.86% |
Low Grade to 10 yr T-Note Spread | 503 | 624 | -45 | 24.06% |
Monday, October 17, 2011
Market Data: Week Ending October 14, 2011
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Market data