Market Index | 12/31 Close | 10/07 Close | Week Change | Simple YTD % |
Dow Industrials Avg | 11,577.50 | 11,103.10 | 1.74% | -4.10% |
S&P 500 | 1,257.64 | 1,155.46 | 2.12% | -8.12% |
Fed Funds Rate | 0.10% | 0.08% | 0.00% | -20.00% |
10 yr T-note Yld | 3.29% | 2.08% | 0.16% | -36.78% |
5 yr T-note Yld | 2.01% | 1.08% | 0.13% | -46.27% |
5 yr TIPS - 'Real' Yld | -0.06% | -0.66% | -0.05% | -1000.00% |
Implied 5 yr Inflation % | 2.07% | 1.74% | 0.18% | -15.94% |
2 yr T-note Yld | 0.59% | 0.29% | 0.05% | -50.85% |
2-10 Yr Slope | 2.70% | 1.79% | 0.11% | -33.70% |
90 day T-bill Yld | 0.12% | 0.01% | -0.01% | -91.67% |
Gold ($/oz) | $1,421.40 | $1,635.80 | $13.50 | 15.08% |
WTI Oil ($/brl) | $91.38 | $82.98 | $3.78 | -9.19% |
VIX "Worry Index" | 17.75 | 36.2 | -6.76 | 103.94% |
Credit Spreads | 12/31 Close | 10/07 Close | Week Change | Simple YTD % |
Inv Grade Credit Idx | 4.78% | 4.90% | 0.10% | 2.51% |
Low Grade Credit Idx | 8.32% | 8.77% | 0.17% | 5.41% |
Markit CDX Inv Grd Idx | 85 | 139 | -0.71% | 63.53% |
Markit CDX Mid Grd Idx | 131 | 253 | 1.20% | 93.13% |
Low Grade to 10 yr T-Note Spread | 503 | 669 | 1 | 33.00% |
Monday, October 10, 2011
Market Data: Week Ending October 7, 2011
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Market data