Market Index | 12/31 Close | 7/22 Close | Week Change | Simple YTD % |
Dow Industrials Avg | 11,577.50 | 12,681.20 | 1.61% | 9.53% |
S&P 500 | 1,257.64 | 1,345.02 | 2.19% | 6.95% |
Fed Funds Rate | 0.10% | 0.10% | 0.00% | 0.00% |
10 yr T-note Yld | 3.29% | 2.96% | 0.05% | -10.03% |
5 yr T-note Yld | 2.01% | 1.50% | 0.06% | -25.37% |
5 yr TIPS - 'Real' Yld | -0.06% | -0.63% | 0.02% | -950.00% |
Implied 5 yr Inflation % | 2.07% | 2.13% | 0.04% | 2.90% |
2 yr T-note Yld | 0.59% | 0.39% | 0.04% | -33.90% |
2-10 Yr Slope | 2.70% | 2.57% | 0.01% | -4.81% |
90 day T-bill Yld | 0.12% | 0.03% | 0.02% | -75.00% |
Gold ($/oz) | $1,421.40 | $1,601.50 | $11.40 | 12.67% |
WTI Oil ($/brl) | $91.38 | $99.87 | $2.63 | 9.29% |
VIX "Worry Index" | 17.75 | 17.52 | -2.01 | -1.30% |
Credit Spreads | 12/31 Close | 7/22 Close | Week Change | Simple YTD % |
Inv Grade Credit Idx | 4.78% | 4.46% | 0.02% | -6.69% |
Low Grade Credit Idx | 8.32% | 7.36% | -0.01% | -11.54% |
Markit CDX Inv Grd Idx | 85 | 92 | -5.15% | 8.24% |
Markit CDX Mid Grd Idx | 131 | 156 | 0.65% | 19.08% |
Monday, July 25, 2011
Market Data: Week Ending July 22, 2011
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Market data