Saturday, November 19, 2011

Market Data: Week Ending November 18, 2011


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%