Market Index | 12/30 /2011 | 1/27 /2012 | Week Change | Simple YTD % |
Dow Industrials Avg | 12,217.56 | 12,660.50 | -0.47% | 3.63% |
S&P 500 | 1,257.60 | 1,316.33 | 0.07% | 4.67% |
Fed Funds Rate | 0.04% | 0.08% | 0.00% | 100.00% |
10 yr T-note Yld | 1.88% | 1.89% | -0.13% | 0.53% |
5 yr T-note Yld | 0.83% | 0.75% | -0.14% | -9.64% |
5 yr TIPS - 'Real' Yld | -0.89% | -1.30% | -0.30% | -46.07% |
Implied 5 yr Inflation % | 1.72% | 2.05% | 0.16% | 19.19% |
2 yr T-note Yld | 0.24% | 0.21% | -0.03% | -12.50% |
2-10 Yr Slope | 1.64% | 1.68% | -0.10% | 2.44% |
90 day T-bill Yld | 0.01% | 0.05% | 0.01% | 400.00% |
Gold ($/oz) | $1,566.80 | $1,735.40 | $71.40 | 10.76% |
WTI Oil ($/brl) | $98.83 | $99.56 | $1.23 | 0.74% |
VIX "Worry Index" | 23.4 | 18.53 | 0.25 | -20.81% |
Credit Spreads | 12/30 /2011 | 1/27 /2012 | Week Change | Simple YTD % |
Inv Grade Credit Idx | 4.63% | 4.34% | -0.16% | -6.26% |
Low Grade Credit Idx | 8.86% | 7.94% | -0.11% | -10.38% |
Markit CDX Inv Grd Idx | 120 | 101 | -6.48% | -15.83% |
Markit CDX Mid Grd Idx | 247 | 223 | -1.76% | -9.72% |
Low Grade to 10 yr T-Note Spread | 698 | 605 | 0.33% | -13.32% |
Monday, January 30, 2012
Market Data & Graphs: Week Ending January 27, 2012
Labels:
graphs,
Market data
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