Monday, November 28, 2011

Market Data & Graphs: Week Ending November 25, 2011


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%