Market Index | 12/31 Close | 8/12 Close | Week Change | Simple YTD % |
Dow Industrials Avg | 11,577.50 | 11,269.00 | -1.53% | -2.66% |
S&P 500 | 1,257.64 | 1,178.81 | -1.72% | -6.27% |
Fed Funds Rate | 0.10% | 0.03% | -0.07% | -70.00% |
10 yr T-note Yld | 3.29% | 2.25% | -0.31% | -31.61% |
5 yr T-note Yld | 2.01% | 0.96% | -0.29% | -52.24% |
5 yr TIPS - 'Real' Yld | -0.06% | -0.94% | -0.26% | -1466.67% |
Implied 5 yr Inflation % | 2.07% | 1.90% | -0.03% | -8.21% |
2 yr T-note Yld | 0.59% | 0.19% | -0.10% | -67.80% |
2-10 Yr Slope | 2.70% | 2.06% | -0.21% | -23.70% |
90 day T-bill Yld | 0.12% | 0.01% | 0.00% | -91.67% |
Gold ($/oz) | $1,421.40 | $1,742.60 | $90.80 | 22.60% |
WTI Oil ($/brl) | $91.38 | $85.38 | -$1.50 | -6.57% |
VIX "Worry Index" | 17.75 | 36.36 | 4.36 | 104.85% |
Credit Spreads | 12/31 Close | 8/12 Close | Week Change | Simple YTD % |
Inv Grade Credit Idx | 4.78% | 4.59% | 0.25% | -3.97% |
Low Grade Credit Idx | 8.32% | 8.27% | 0.60% | -0.60% |
Markit CDX Inv Grd Idx | 85 | 117 | 12.50% | 37.65% |
Markit CDX Mid Grd Idx | 131 | 203 | 20.12% | 54.96% |
Monday, August 15, 2011
Market Data: Week Ending August 12, 2011
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Market data