Market Index | 12/31 Close | 8/26 Close | Week Change | Simple YTD % |
Dow Industrials Avg | 11,577.50 | 11,284.50 | 4.32% | -2.53% |
S&P 500 | 1,257.64 | 1,176.80 | 4.74% | -6.43% |
Fed Funds Rate | 0.10% | 0.12% | 0.09% | 20.00% |
10 yr T-note Yld | 3.29% | 2.19% | 0.13% | -33.43% |
5 yr T-note Yld | 2.01% | 0.94% | 0.04% | -53.23% |
5 yr TIPS - 'Real' Yld | -0.06% | -0.81% | 0.07% | -1250.00% |
Implied 5 yr Inflation % | 2.07% | 1.75% | -0.03% | -15.46% |
2 yr T-note Yld | 0.59% | 0.19% | 0.00% | -67.80% |
2-10 Yr Slope | 2.70% | 2.00% | 0.13% | -25.93% |
90 day T-bill Yld | 0.12% | -0.01% | -0.01% | -108.33% |
Gold ($/oz) | $1,421.40 | $1,797.30 | -$54.90 | 26.45% |
WTI Oil ($/brl) | $91.38 | $85.37 | $3.11 | -6.58% |
VIX "Worry Index" | 17.75 | 35.59 | -7.46 | 100.51% |
Credit Spreads | 12/31 Close | 8/26 Close | Week Change | Simple YTD % |
Inv Grade Credit Idx | 4.78% | 4.68% | 0.16% | -2.09% |
Low Grade Credit Idx | 8.32% | 8.07% | -0.13% | -3.00% |
Markit CDX Inv Grd Idx | 85 | 126 | 7.69% | 48.24% |
Markit CDX Mid Grd Idx | 131 | 207 | 2.48% | 58.02% |
Low Grade to 10 yr T-Note Spread | 503 | 588 | -26 | 16.90% |
Monday, August 29, 2011
Market Data: Week Ending August 26, 2011
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Market data