Friday, November 11, 2011

Market Data: Week Ending November 11, 2011


Market Index 12/31  Close 11/11  Close Week Change Simple YTD %
Dow Industrials Avg 11,577.50 12,112.00 1.07% 4.62%
S&P 500 1,257.64 1,261.60 0.67% 0.31%
Fed Funds Rate 0.10% 0.07% 0.00% -30.00%
10 yr T-note Yld 3.29% 2.06% 0.03% -37.39%
5 yr T-note Yld 2.01% 0.91% 0.04% -54.73%
5 yr TIPS - 'Real' Yld -0.06% -1.08% 0.04% -1700.00%
Implied 5 yr Inflation % 2.07% 1.99% 0.00% -3.86%
2 yr T-note Yld 0.59% 0.23% 0.01% -61.02%
2-10 Yr Slope 2.70% 1.83% 0.02% -32.22%
90 day T-bill Yld 0.12% 0.00% -0.03% -100.00%
Gold ($/oz) $1,421.40 $1,788.10 $32.00 25.80%
WTI Oil ($/brl) $91.38 $98.99 $4.73 8.33%
VIX "Worry Index" 17.75 30.04 -0.12 69.24%





Credit Spreads 12/31  Close 11/11  Close Week Change Simple YTD %
Inv Grade Credit Idx 4.78% 4.58% 0.10% -4.18%
Low Grade Credit Idx 8.32% 7.82% 0.12% -6.01%
Markit CDX Inv Grd Idx 85 130 7.44% 52.94%
Markit CDX Mid Grd Idx 131 223 5.19% 70.23%
Low Grade to 10 yr T-Note Spread 503 576 9 14.51%