Market Index | 12/31 Close | 6/03 Close | Week Change | Simple YTD % |
Dow Industrials Avg | 11,577.50 | 12,151.30 | -2.33% | 4.96% |
S&P 500 | 1,257.64 | 1,300.16 | -2.32% | 3.38% |
Fed Funds Rate | 0.10% | 0.11% | 0.01% | 10.00% |
10 yr T-note Yld | 3.29% | 2.99% | -0.08% | -9.12% |
5 yr T-note Yld | 2.01% | 1.60% | -0.12% | -20.40% |
5 yr TIPS - 'Real' Yld | -0.06% | -0.50% | -0.11% | -733.33% |
Implied 5 yr Inflation % | 2.07% | 2.10% | -0.01% | 1.45% |
2 yr T-note Yld | 0.59% | 0.42% | -0.06% | -28.81% |
2-10 Yr Slope | 2.70% | 2.57% | -0.02% | -4.81% |
90 day T-bill Yld | 0.12% | 0.03% | -0.01% | -75.00% |
Gold ($/oz) | $1,421.40 | $1,542.40 | $5.10 | 8.51% |
WTI Oil ($/brl) | $91.38 | $100.22 | -$0.37 | 9.67% |
VIX "Worry Index" | 17.75 | 17.95 | 1.97 | 1.13% |
Credit Spreads | 12/31 Close | 6/03 Close | Week Change | Simple YTD % |
Inv Grade Credit Idx | 4.78% | 4.40% | 0.02% | -7.95% |
Low Grade Credit Idx | 8.32% | 7.31% | 0.17% | -12.14% |
Markit CDX Inv Grd Idx | 85 | 93 | 3.33% | 9.41% |
Markit CDX Mid Grd Idx | 131 | 150 | 0.67% | 14.50% |
Monday, June 6, 2011
Market Data: Week Ending June 3, 2011
Labels:
Market data