Market Index | 12/31 Close | 11/11 Close | Week Change | Simple YTD % |
Dow Industrials Avg | 11,577.50 | 12,112.00 | 1.07% | 4.62% |
S&P 500 | 1,257.64 | 1,261.60 | 0.67% | 0.31% |
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% | 0.91% | 0.04% | -54.73% |
5 yr TIPS - 'Real' Yld | -0.06% | -1.08% | 0.04% | -1700.00% |
Implied 5 yr Inflation % | 2.07% | 1.99% | 0.00% | -3.86% |
2 yr T-note Yld | 0.59% | 0.23% | 0.01% | -61.02% |
2-10 Yr Slope | 2.70% | 1.83% | 0.02% | -32.22% |
90 day T-bill Yld | 0.12% | 0.00% | -0.03% | -100.00% |
Gold ($/oz) | $1,421.40 | $1,788.10 | $32.00 | 25.80% |
WTI Oil ($/brl) | $91.38 | $98.99 | $4.73 | 8.33% |
VIX "Worry Index" | 17.75 | 30.04 | -0.12 | 69.24% |
Credit Spreads | 12/31 Close | 11/11 Close | Week Change | Simple YTD % |
Inv Grade Credit Idx | 4.78% | 4.58% | 0.10% | -4.18% |
Low Grade Credit Idx | 8.32% | 7.82% | 0.12% | -6.01% |
Markit CDX Inv Grd Idx | 85 | 130 | 7.44% | 52.94% |
Markit CDX Mid Grd Idx | 131 | 223 | 5.19% | 70.23% |
Low Grade to 10 yr T-Note Spread | 503 | 576 | 9 | 14.51% |
Friday, November 11, 2011
Market Data: Week Ending November 11, 2011
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Market data