Monday, October 17, 2011

Market Data: Week Ending October 14, 2011


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%