Market Index | 12/31 Close | 11/04 Close | Week Change | Simple YTD % |
Dow Industrials Avg | 11,577.50 | 11,983.20 | -1.52% | 3.50% |
S&P 500 | 1,257.64 | 1,253.23 | -2.16% | -0.35% |
Fed Funds Rate | 0.10% | 0.07% | 0.00% | -30.00% |
10 yr T-note Yld | 3.29% | 2.03% | -0.29% | -38.30% |
5 yr T-note Yld | 2.01% | 0.87% | -0.26% | -56.72% |
5 yr TIPS - 'Real' Yld | -0.06% | -1.12% | -0.26% | -1766.67% |
Implied 5 yr Inflation % | 2.07% | 1.99% | 0.00% | -3.86% |
2 yr T-note Yld | 0.59% | 0.22% | -0.07% | -62.71% |
2-10 Yr Slope | 2.70% | 1.81% | -0.22% | -32.96% |
90 day T-bill Yld | 0.12% | 0.03% | 0.03% | -75.00% |
Gold ($/oz) | $1,421.40 | $1,756.10 | $8.90 | 23.55% |
WTI Oil ($/brl) | $91.38 | $94.26 | $0.94 | 3.15% |
VIX "Worry Index" | 17.75 | 30.16 | 5.63 | 69.92% |
Credit Spreads | 12/31 Close | 11/04 Close | Week Change | Simple YTD % |
Inv Grade Credit Idx | 4.78% | 4.48% | -0.03% | -6.28% |
Low Grade Credit Idx | 8.32% | 7.70% | -0.13% | -7.45% |
Markit CDX Inv Grd Idx | 85 | 121 | 7.08% | 42.35% |
Markit CDX Mid Grd Idx | 131 | 212 | 3.92% | 61.83% |
Low Grade to 10 yr T-Note Spread | 503 | 567 | 16 | 12.72% |
Monday, November 7, 2011
Market Data: Week Ending November 4, 2011
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Market data