Monday, October 10, 2011

Market Data: Week Ending October 7, 2011


Market Index 12/31  Close 10/07  Close Week Change Simple YTD %
Dow Industrials Avg 11,577.50 11,103.10 1.74% -4.10%
S&P 500 1,257.64 1,155.46 2.12% -8.12%
Fed Funds Rate 0.10% 0.08% 0.00% -20.00%
10 yr T-note Yld 3.29% 2.08% 0.16% -36.78%
5 yr T-note Yld 2.01% 1.08% 0.13% -46.27%
5 yr TIPS - 'Real' Yld -0.06% -0.66% -0.05% -1000.00%
Implied 5 yr Inflation % 2.07% 1.74% 0.18% -15.94%
2 yr T-note Yld 0.59% 0.29% 0.05% -50.85%
2-10 Yr Slope 2.70% 1.79% 0.11% -33.70%
90 day T-bill Yld 0.12% 0.01% -0.01% -91.67%
Gold ($/oz) $1,421.40 $1,635.80 $13.50 15.08%
WTI Oil ($/brl) $91.38 $82.98 $3.78 -9.19%
VIX "Worry Index" 17.75 36.2 -6.76 103.94%





Credit Spreads 12/31  Close 10/07  Close Week Change Simple YTD %
Inv Grade Credit Idx 4.78% 4.90% 0.10% 2.51%
Low Grade Credit Idx 8.32% 8.77% 0.17% 5.41%
Markit CDX Inv Grd Idx 85 139 -0.71% 63.53%
Markit CDX Mid Grd Idx 131 253 1.20% 93.13%
Low Grade to 10 yr T-Note Spread 503 669 1 33.00%