Market Index | 12/31 Close | 11/25 Close | Week Change | Simple YTD % |
Dow Industrials Avg | 11,577.50 | 11,187.00 | -4.93% | -3.37% |
S&P 500 | 1,257.64 | 1,153.40 | -4.98% | -8.29% |
Fed Funds Rate | 0.10% | 0.07% | -0.01% | -30.00% |
10 yr T-note Yld | 3.29% | 1.96% | -0.05% | -40.43% |
5 yr T-note Yld | 2.01% | 0.93% | 0.01% | -53.73% |
5 yr TIPS - 'Real' Yld | -0.06% | -0.82% | 0.01% | -1266.67% |
Implied 5 yr Inflation % | 2.07% | 1.75% | 0.00% | -15.46% |
2 yr T-note Yld | 0.59% | 0.27% | -0.01% | -54.24% |
2-10 Yr Slope | 2.70% | 1.69% | -0.04% | -37.41% |
90 day T-bill Yld | 0.12% | 0.02% | 0.02% | -83.33% |
Gold ($/oz) | $1,421.40 | $1,688.50 | -$36.60 | 18.79% |
WTI Oil ($/brl) | $91.38 | $96.77 | -$0.90 | 5.90% |
VIX "Worry Index" | 17.75 | 34.47 | 2.47 | 94.20% |
Credit Spreads | 12/31 Close | 11/25 Close | Week Change | Simple YTD % |
Inv Grade Credit Idx | 4.78% | 4.85% | 0.13% | 1.46% |
Low Grade Credit Idx | 8.32% | 8.45% | 0.39% | 1.56% |
Markit CDX Inv Grd Idx | 85 | 146 | 7.35% | 71.76% |
Markit CDX Mid Grd Idx | 131 | 268 | 10.29% | 104.58% |
Low Grade to 10 yr T-Note Spread | 503 | 649 | 44 | 29.03% |
Monday, November 28, 2011
Market Data & Graphs: Week Ending November 25, 2011
Labels:
graphs,
Market data