Market Index | 12/31 Close | 9/30 Close | Week Change | Simple YTD % |
Dow Industrials Avg | 11,577.50 | 10,913.40 | 2.02% | -5.74% |
S&P 500 | 1,257.64 | 1,131.42 | 0.14% | -10.04% |
Fed Funds Rate | 0.10% | 0.08% | -0.02% | -20.00% |
10 yr T-note Yld | 3.29% | 1.92% | 0.09% | -41.64% |
5 yr T-note Yld | 2.01% | 0.95% | 0.08% | -52.74% |
5 yr TIPS - 'Real' Yld | -0.06% | -0.61% | 0.02% | -916.67% |
Implied 5 yr Inflation % | 2.07% | 1.56% | 0.06% | -24.64% |
2 yr T-note Yld | 0.59% | 0.24% | 0.02% | -59.32% |
2-10 Yr Slope | 2.70% | 1.68% | 0.07% | -37.78% |
90 day T-bill Yld | 0.12% | 0.02% | 0.01% | -83.33% |
Gold ($/oz) | $1,421.40 | $1,622.30 | -$17.50 | 14.13% |
WTI Oil ($/brl) | $91.38 | $79.20 | -$0.65 | -13.33% |
VIX "Worry Index" | 17.75 | 42.96 | 1.71 | 142.03% |
Credit Spreads | 12/31 Close | 9/30 Close | Week Change | Simple YTD % |
Inv Grade Credit Idx | 4.78% | 4.80% | 0.11% | 0.42% |
Low Grade Credit Idx | 8.32% | 8.60% | 0.40% | 3.37% |
Markit CDX Inv Grd Idx | 85 | 140 | -4.11% | 64.71% |
Markit CDX Mid Grd Idx | 131 | 250 | 11.11% | 90.84% |
Low Grade to 10 yr T-Note Spread | 503 | 668 | 31 | 32.80% |
Monday, October 3, 2011
Market Data: Week Ending September 30, 2011
Labels:
Market data