Monday, January 2, 2012

Market Data & Graphs: Week Ending December 30, 2011


Market Index 12/31  Close 12/30  Close Week Change Simple YTD %
Dow Industrials Avg 11,577.50 12,217.56 -0.62% 5.53%
S&P 500 1,257.64 1,257.60 -0.61% 0.00%
Fed Funds Rate 0.10% 0.04% -0.03% -60.00%
10 yr T-note Yld 3.29% 1.88% -0.14% -42.86%
5 yr T-note Yld 2.01% 0.83% -0.15% -58.71%
5 yr TIPS - 'Real' Yld -0.06% -0.89% -0.06% -1383.33%
Implied 5 yr Inflation % 2.07% 1.72% -0.09% -16.91%
2 yr T-note Yld 0.59% 0.24% -0.04% -59.32%
2-10 Yr Slope 2.70% 1.64% -0.10% -39.26%
90 day T-bill Yld 0.12% 0.01% 0.00% -91.67%
Gold ($/oz) $1,421.40 $1,566.80 -$39.20 10.23%
WTI Oil ($/brl) $91.38 $98.83 -$0.85 8.15%
VIX "Worry Index" 17.75 23.4 2.67 31.83%





Credit Spreads 12/31  Close 12/30  Close Week Change Simple YTD %
Inv Grade Credit Idx 4.78% 4.63% -0.16% -3.14%
Low Grade Credit Idx 8.32% 8.86% -0.06% 6.49%
Markit CDX Inv Grd Idx 85 120 -1.64% 41.18%
Markit CDX Mid Grd Idx 131 247 0.82% 88.55%
Low Grade to 10 yr T-Note Spread 503 698 1.16% 38.77%