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% |
Sunday, December 11, 2011
Market Data: Week Ending December 9, 2011
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Market data