Market Index | 12/31 Close | 11/18 Close | Week Change | Simple YTD % |
Dow Industrials Avg | 11,577.50 | 11,767.00 | -2.85% | 1.64% |
S&P 500 | 1,257.64 | 1,213.90 | -3.78% | -3.48% |
Fed Funds Rate | 0.10% | 0.08% | 0.01% | -20.00% |
10 yr T-note Yld | 3.29% | 2.01% | -0.05% | -38.91% |
5 yr T-note Yld | 2.01% | 0.92% | 0.01% | -54.23% |
5 yr TIPS - 'Real' Yld | -0.06% | -0.83% | 0.25% | -1283.33% |
Implied 5 yr Inflation % | 2.07% | 1.75% | -0.24% | -15.46% |
2 yr T-note Yld | 0.59% | 0.28% | 0.05% | -52.54% |
2-10 Yr Slope | 2.70% | 1.73% | -0.10% | -35.93% |
90 day T-bill Yld | 0.12% | 0.00% | 0.00% | -100.00% |
Gold ($/oz) | $1,421.40 | $1,725.10 | -$63.00 | 21.37% |
WTI Oil ($/brl) | $91.38 | $97.67 | -$1.32 | 6.88% |
VIX "Worry Index" | 17.75 | 32 | 1.96 | 80.28% |
Credit Spreads | 12/31 Close | 11/18 Close | Week Change | Simple YTD % |
Inv Grade Credit Idx | 4.78% | 4.72% | 0.14% | -1.26% |
Low Grade Credit Idx | 8.32% | 8.06% | 0.24% | -3.12% |
Markit CDX Inv Grd Idx | 85 | 136 | 4.62% | 60.00% |
Markit CDX Mid Grd Idx | 131 | 243 | 8.97% | 85.50% |
Low Grade to 10 yr T-Note Spread | 503 | 605 | 29 | 20.28% |
Saturday, November 19, 2011
Market Data: Week Ending November 18, 2011
Labels:
Market data