Market Index | 12/31 Close | 8/05 Close | Week Change | Simple YTD % |
Dow Industrials Avg | 11,577.50 | 11,444.60 | -5.75% | -1.15% |
S&P 500 | 1,257.64 | 1,199.38 | -7.19% | -4.63% |
Fed Funds Rate | 0.10% | 0.10% | -0.01% | 0.00% |
10 yr T-note Yld | 3.29% | 2.56% | -0.24% | -22.19% |
5 yr T-note Yld | 2.01% | 1.25% | -0.11% | -37.81% |
5 yr TIPS - 'Real' Yld | -0.06% | -0.68% | 0.16% | -1033.33% |
Implied 5 yr Inflation % | 2.07% | 1.93% | -0.27% | -6.76% |
2 yr T-note Yld | 0.59% | 0.29% | -0.07% | -50.85% |
2-10 Yr Slope | 2.70% | 2.27% | -0.17% | -15.93% |
90 day T-bill Yld | 0.12% | 0.01% | -0.08% | -91.67% |
Gold ($/oz) | $1,421.40 | $1,651.80 | $20.60 | 16.21% |
WTI Oil ($/brl) | $91.38 | $86.88 | -$8.82 | -4.92% |
VIX "Worry Index" | 17.75 | 32 | 6.75 | 80.28% |
Credit Spreads | 12/31 Close | 8/05 Close | Week Change | Simple YTD % |
Inv Grade Credit Idx | 4.78% | 4.34% | -0.06% | -9.21% |
Low Grade Credit Idx | 8.32% | 7.67% | 0.27% | -7.81% |
Markit CDX Inv Grd Idx | 85 | 104 | 8.33% | 22.35% |
Markit CDX Mid Grd Idx | 131 | 169 | 8.33% | 29.01% |
Monday, August 8, 2011
Market Data: Week Ending August 5, 2011
Labels:
Market data