All 21 quarter-end financial-market data tables are now complete, and the 20 of these that are normally posted to the website's "Data and Charts" section have been. The contents list follows.
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SELECTED 3Q-2004 FINANCIAL DATA
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TABLE OF CONTENTS
-----------------
CATEGORY Code*
-------- -----
INTEREST RATES & RELATED
------------------------
* Federal Reserve Meetings
and Policy Actions Taken P
* Federal Funds Futures P
* Treasury Yield Curve P
* Yields of Sovereign Foreign
and US Government Debt P
* Open-Market Debt Yields
(Merrill Lynch Matrix) P
* US Treasury Total Debt P
* Composition of Treasury Debt P
* US Treasury Securities
Outstanding P
* Monetary Aggregate and
Base Growth P
* Federal Reserve Holdings
of US Government Debt P
CURRENCY
--------
* The Dollar's Performance
Against Selected Currencies P
STOCK MARKET & RELATED
----------------------
* Selected Stock-Market Returns
(Domestic) P
* Selected Stock-Market Returns
(International) P
* Bear-Market Parameters to Date
(DJIA, S&P 500, NASDAQ 100) P
* DJIA Earnings P
* DJIA Valuations P
* DJIA Valuations Versus
10-Year Treasury Note P
* CBOE Sentiment-Related Measures S
COMMODITIES & RELATED
---------------------
* Change in Selected Futures Prices P
* CRB Index and Related Measures P
* Physical Gold Vs. Other Measures P
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*Codes: P= posted to website, NYA= not
yet available, S= separate, see below.
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3Q-2004, YEAR-TO-DATE AND YEAR-OVER-YEAR
PERFORMANCE OF THE S&P 500 AND THE BEHAVIOR
OF CBOE SENTIMENT-RELATED MEASURES
----------------------------------------------------
Date CBOE Options S&P 500
or Put/Call Ratios --------------------
Week CBOE ------------------- From
Ended VIX All Equ. Ind. Tot* Close Prior Cum.
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2004
09/30 13.34 0.86 0.73 1.64 0.88 1114.6 -2.3% 111.91
06/30 14.34 0.78 0.73 0.96 0.85 1140.8 +1.3% 114.54
03/31 16.74 1.31 1.10 2.27 0.83 1126.1 +1.3% 113.06
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Q3-2004 -2.3%
Year to Date 0.3%
Year/Year 11.9%
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2003
12/31 18.31 1.25 0.95 2.96 0.82 1111.9 +11.6% 111.64
09/30 22.72 1.06 0.95 1.36 0.81 996.0 ---> = 100.00
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VIX Highs and Lows (Including Intraday)
---------------------------------------
Year High Date Low Date
---------------------------------------
2004 22.67 03/22 13.16 09/13
2003 41.16 03/12 14.83 12/15
2002 56.74 07/24 18.87 03/28
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*P/C ratio of total open interest
of all products as of dates shown.
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