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% |
Saturday, December 3, 2011
Market Data: Week Ending December 2, 2011
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Market data