| 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% | ||||||||