Monday, November 7, 2011

Market Data: Week Ending November 4, 2011


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%