Market Index | 12/31 Close | 7/15 Close | Week Change | Simple YTD % |
Dow Industrials Avg | 11,577.50 | 12,479.70 | -1.40% | 7.79% |
S&P 500 | 1,257.64 | 1,316.14 | -2.06% | 4.65% |
Fed Funds Rate | 0.10% | 0.10% | 0.00% | 0.00% |
10 yr T-note Yld | 3.29% | 2.91% | -0.22% | -11.55% |
5 yr T-note Yld | 2.01% | 1.44% | -0.29% | -28.36% |
5 yr TIPS - 'Real' Yld | -0.06% | -0.65% | -0.04% | -983.33% |
Implied 5 yr Inflation % | 2.07% | 2.09% | -0.25% | 0.97% |
2 yr T-note Yld | 0.59% | 0.35% | -0.11% | -40.68% |
2-10 Yr Slope | 2.70% | 2.56% | -0.11% | -5.19% |
90 day T-bill Yld | 0.12% | 0.01% | -0.01% | -91.67% |
Gold ($/oz) | $1,421.40 | $1,590.10 | $48.50 | 11.87% |
WTI Oil ($/brl) | $91.38 | $97.24 | $1.04 | 6.41% |
VIX "Worry Index" | 17.75 | 19.53 | 3.66 | 10.03% |
Credit Spreads | 12/31 Close | 7/15 Close | Week Change | Simple YTD % |
Inv Grade Credit Idx | 4.78% | 4.44% | -0.02% | -7.11% |
Low Grade Credit Idx | 8.32% | 7.37% | 0.06% | -11.42% |
Markit CDX Inv Grd Idx | 85 | 97 | 6.59% | 14.12% |
Markit CDX Mid Grd Idx | 131 | 155 | 2.65% | 18.32% |
Sunday, July 17, 2011
Market Data: Week Ending July 15, 2011
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Market data