Sunday, December 18, 2011

Market Data: Week Ending December 16, 2011


Market Index 12/31  Close 12/16  Close Week Change Simple YTD %
Dow Industrials Avg 11,577.50 11,866.39 -2.61% 2.50%
S&P 500 1,257.64 1,219.66 -2.83% -3.02%
Fed Funds Rate 0.10% 0.07% 0.00% -30.00%
10 yr T-note Yld 3.29% 1.85% -0.21% -43.77%
5 yr T-note Yld 2.01% 0.80% -0.09% -60.20%
5 yr TIPS - 'Real' Yld -0.06% -0.89% -0.01% -1383.33%
Implied 5 yr Inflation % 2.07% 1.69% -0.08% -18.36%
2 yr T-note Yld 0.59% 0.22% 0.00% -62.71%
2-10 Yr Slope 2.70% 1.63% -0.21% -39.63%
90 day T-bill Yld 0.12% 0.01% 0.01% -91.67%
Gold ($/oz) $1,421.40 $1,597.90 -$118.90 12.42%
WTI Oil ($/brl) $91.38 $93.53 -$5.88 2.35%
VIX "Worry Index" 17.75 24.29 -2.09 36.85%





Credit Spreads 12/31  Close 12/16  Close Week Change Simple YTD %
Inv Grade Credit Idx 4.78% 4.73% -0.09% -1.05%
Low Grade Credit Idx 8.32% 9.01% 0.05% 8.29%
Markit CDX Inv Grd Idx 85 130 3.17% 52.94%
Markit CDX Mid Grd Idx 131 247 3.35% 88.55%
Low Grade to 10 yr T-Note Spread 503 716 3.77% 42.35%