4:55pm
Yield Spread ( Corp - Treasury ) 4:55pm BP Chg Yesterday Chg 11/28 28-Nov Record Date Symbol
 Invest Grade Corporate Yields (over 1Y) 7.05% 0.00 7.05% -0.87 7.92% 8.30% 30-Oct CMYLDC
 Treasury Bond & Note Yields (over 1Y) 1.65% -0.01 1.66% -0.33 1.98% 1.71% 4-Dec CMYLDT
 Spread  (Corp. -Treasury) 5.40% 0.01 5.39% -0.54 5.94% 5.99% 21-Nov Spread
Dorchester Indexes 4:55pm % Chg Yesterday Chg 11/28 28-Nov Chg 12/31 31-Dec CPMKT-
 Capital Markets Index 10,787.17 0.49% 10,734.42 -0.43% 10,833.56 -17.96% 13,148.65 S
 Equity Index 7,084.30 1.43% 6,984.18 -5.18% 7,471.01 -41.37% 12,082.48 E
 Bond Index 17,736.73 0.01% 17,734.26 3.58% 17,123.80 6.66% 16,629.89 B
 Liquidity Index 13,844.27 0.01% 13,843.37 0.51% 13,774.38 3.79% 13,339.12 L
 Investment Grade Corporates (over 1Y) 16,329.12 0.02% 16,326.29 7.01% 15,259.15 C
 Treasury Bonds & Notes (over 1Y) 18,733.43 0.01% 18,731.50 2.90% 18,206.26 T
 GSE Mortgages 17,796.86 0.01% 17,794.23 1.86% 17,471.72 M
Equity Indexes 4:55pm Chg Yesterday Chg 11/28 28-Nov Chg 12/31 31-Dec Symbol
 Dow Jones Industrial Average 8,078.36 141.61 7,936.75 -8.5% 8,829.04 -39.10% 13,264.82 DJI
 S&P 500 838.51 13.07 825.44 -6.4% 896.24 -42.89% 1,468.36 GSPC
 NASDAQ Composite 1,516.30 21.87 1,494.43 -1.3% 1,535.57 -42.83% 2,652.28 IXIC
 Capital Markets Equity Index 7,084.30 100.12 6,984.18 -5.2% 7,471.01 -41.37% 12,082.48 E
Corporate yield is below record close of 8.30% on 10/30. Last yield 7.05% The low yield at the 9/15 market peak is 6.25%.
The record low close for Treasuries is 1.45% on Dec 18.  Last yield 1.65% The high yield since 9/15 market peak is 3.09% on 9/25.
The Corp/Tsys spread record wide close is 5.99% on Nov 21.  Last 5.40% On 12/29, spread was 539bp, its recent narrowest.
At time of LEH bankruptcy,  the corp vs Tsys spread set recent narrows are 335bp  and 354bp (9/12 and 9/15)
On 11/28, spread was wider by 155bp from 439bp on 9/30.
CPMKTB hit its YTD low on Oct 14 at 16,412.91 when Corp yield was 8.01% and Tsys was 3.03%