Sunday, December 11, 2011

Market Data: Week Ending December 9, 2011


Market Index 12/31  Close 12/9    Close Week Change Simple YTD %
Dow Industrials Avg 11,577.50 12,184.26 1.37% 5.24%
S&P 500 1,257.64 1,255.19 0.94% -0.19%
Fed Funds Rate 0.10% 0.07% 0.00% -30.00%
10 yr T-note Yld 3.29% 2.06% 0.03% -37.39%
5 yr T-note Yld 2.01% 0.89% -0.02% -55.72%
5 yr TIPS - 'Real' Yld -0.06% -0.88% 0.09% -1366.67%
Implied 5 yr Inflation % 2.07% 1.77% -0.11% -14.49%
2 yr T-note Yld 0.59% 0.22% -0.03% -62.71%
2-10 Yr Slope 2.70% 1.84% 0.06% -31.85%
90 day T-bill Yld 0.12% 0.00% 0.01% -100.00%
Gold ($/oz) $1,421.40 $1,716.80 $28.30 20.78%
WTI Oil ($/brl) $91.38 $99.41 $2.64 8.79%
VIX "Worry Index" 17.75 26.38 -1.14 48.62%





Credit Spreads 12/31  Close 12/9    Close Week Change Simple YTD %
Inv Grade Credit Idx 4.78% 4.82% -0.03% 0.84%
Low Grade Credit Idx 8.32% 8.96% 0.01% 7.69%
Markit CDX Inv Grd Idx 85 126 0.00% 48.24%
Markit CDX Mid Grd Idx 131 239 -4.02% 82.44%
Low Grade to 10 yr T-Note Spread 503 690 -2 37.18%