Market Index | 12/31 Close | 8/19 Close | Week Change | Simple YTD % |
Dow Industrials Avg | 11,577.50 | 10,817.70 | -4.00% | -6.56% |
S&P 500 | 1,257.64 | 1,123.53 | -4.69% | -10.66% |
Fed Funds Rate | 0.10% | 0.03% | 0.00% | -70.00% |
10 yr T-note Yld | 3.29% | 2.06% | -0.19% | -37.39% |
5 yr T-note Yld | 2.01% | 0.90% | -0.06% | -55.22% |
5 yr TIPS - 'Real' Yld | -0.06% | -0.88% | 0.06% | -1366.67% |
Implied 5 yr Inflation % | 2.07% | 1.78% | -0.12% | -14.01% |
2 yr T-note Yld | 0.59% | 0.19% | 0.00% | -67.80% |
2-10 Yr Slope | 2.70% | 1.87% | -0.19% | -30.74% |
90 day T-bill Yld | 0.12% | 0.00% | -0.01% | -100.00% |
Gold ($/oz) | $1,421.40 | $1,852.20 | $109.60 | 30.31% |
WTI Oil ($/brl) | $91.38 | $82.26 | -$3.12 | -9.98% |
VIX "Worry Index" | 17.75 | 43.05 | 6.69 | 142.54% |
Low Grade to 10 yr T-Note Spread | 503 | 614 | 614 | 22.07% |
Credit Spreads | 12/31 Close | 8/19 Close | Week Change | Simple YTD % |
Inv Grade Credit Idx | 4.78% | 4.52% | -0.07% | -5.44% |
Low Grade Credit Idx | 8.32% | 8.20% | -0.07% | -1.44% |
Markit CDX Inv Grd Idx | 85 | 117 | 0.00% | 37.65% |
Markit CDX Mid Grd Idx | 131 | 202 | -0.49% | 54.20% |
Monday, August 22, 2011
Market Data: Week Ending August 19, 2011
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Market data