Saturday, December 3, 2011

Market Data: Week Ending December 2, 2011


Market Index 12/31  Close 12/2    Close Week Change Simple YTD %
Dow Industrials Avg 11,577.50 12,019.42 7.44% 3.82%
S&P 500 1,257.64 1,243.50 7.81% -1.12%
Fed Funds Rate 0.10% 0.07% 0.00% -30.00%
10 yr T-note Yld 3.29% 2.03% 0.07% -38.30%
5 yr T-note Yld 2.01% 0.91% -0.02% -54.73%
5 yr TIPS - 'Real' Yld -0.06% -0.97% -0.15% -1516.67%
Implied 5 yr Inflation % 2.07% 1.88% 0.13% -9.18%
2 yr T-note Yld 0.59% 0.25% -0.02% -57.63%
2-10 Yr Slope 2.70% 1.78% 0.09% -34.07%
90 day T-bill Yld 0.12% -0.01% -0.03% -108.33%
Gold ($/oz) $1,421.40 $1,688.50 $0.00 18.79%
WTI Oil ($/brl) $91.38 $96.77 $0.00 5.90%
VIX "Worry Index" 17.75 27.52 -6.95 55.04%





Credit Spreads 12/31  Close 12/2    Close Week Change Simple YTD %
Inv Grade Credit Idx 4.78% 4.85% 0.00% 1.46%
Low Grade Credit Idx 8.32% 8.95% 0.50% 7.57%
Markit CDX Inv Grd Idx 85 126 -13.70% 48.24%
Markit CDX Mid Grd Idx 131 249 -7.09% 90.08%
Low Grade to 10 yr T-Note Spread 503 692 43 37.57%