Market Index | 12/30/ 2011 | 2/24/ 2012 | Week Change | Simple YTD % |
Dow Industrials Avg | 12,217.56 | 12,982.95 | 0.26% | 6.26% |
S&P 500 | 1,257.60 | 1,365.74 | 0.33% | 8.60% |
Fed Funds Rate | 0.04% | 0.11% | 0.00% | 175.00% |
10 yr T-note Yld | 1.88% | 1.97% | -0.03% | 4.79% |
5 yr T-note Yld | 0.83% | 0.89% | 0.03% | 7.23% |
5 yr TIPS - 'Real' Yld | -0.89% | -1.43% | -0.12% | -60.67% |
Implied 5 yr Inflation % | 1.72% | 2.32% | 0.15% | 34.88% |
2 yr T-note Yld | 0.24% | 0.30% | 0.01% | 25.00% |
2-10 Yr Slope | 1.64% | 1.67% | -0.04% | 1.83% |
90 day T-bill Yld | 0.01% | 0.10% | 0.02% | 900.00% |
Gold ($/oz) | $1,566.80 | $1,773.60 | $47.70 | 13.20% |
WTI Oil ($/brl) | $98.83 | $109.50 | $6.26 | 10.80% |
VIX "Worry Index" | 23.4 | 17.31 | -0.47 | -26.03% |
Credit Spreads | 12/30/ 2011 | 2/24/ 2012 | Week Change | Simple YTD % |
Inv Grade Credit Idx | 4.63% | 4.26% | -0.06% | -7.99% |
Low Grade Credit Idx | 8.86% | 7.11% | -0.26% | -19.75% |
Markit CDX Inv Grd Idx | 120 | 97 | -2.02% | -19.17% |
Markit CDX Mid Grd Idx | 247 | 194 | -1.52% | -21.46% |
Low Grade to 10 yr T-Note Spread | 698 | 514 | -4.28% | -26.36% |
Monday, February 27, 2012
Market Data: Week Ending 2/24/2012
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Market data
Monday, February 20, 2012
Market Data: Week Ending February 17, 2012
Market Index | 12/30/ 2011 | 2/17/ 2012 | Week Change | Simple YTD % |
Dow Industrials Avg | 12,217.56 | 12,949.90 | 1.16% | 5.99% |
S&P 500 | 1,257.60 | 1,361.23 | 1.38% | 8.24% |
Fed Funds Rate | 0.04% | 0.11% | -0.01% | 175.00% |
10 yr T-note Yld | 1.88% | 2.00% | 0.01% | 6.38% |
5 yr T-note Yld | 0.83% | 0.86% | 0.04% | 3.61% |
5 yr TIPS - 'Real' Yld | -0.89% | -1.31% | -0.04% | -47.19% |
Implied 5 yr Inflation % | 1.72% | 2.17% | 0.08% | 26.16% |
2 yr T-note Yld | 0.24% | 0.29% | 0.02% | 20.83% |
2-10 Yr Slope | 1.64% | 1.71% | -0.01% | 4.27% |
90 day T-bill Yld | 0.01% | 0.08% | 0.00% | 700.00% |
Gold ($/oz) | $1,566.80 | $1,725.90 | $0.60 | 10.15% |
WTI Oil ($/brl) | $98.83 | $103.24 | $4.57 | 4.46% |
VIX "Worry Index" | 23.4 | 17.78 | -3.01 | -24.02% |
Credit Spreads | 12/30/ 2011 | 2/17/ 2012 | Week Change | Simple YTD % |
Inv Grade Credit Idx | 4.63% | 4.32% | 0.04% | -6.70% |
Low Grade Credit Idx | 8.86% | 7.37% | 0.00% | -16.82% |
Markit CDX Inv Grd Idx | 120 | 99 | 3.13% | -17.50% |
Markit CDX Mid Grd Idx | 247 | 197 | 5.91% | -20.24% |
Low Grade to 10 yr T-Note Spread | 698 | 537 | -0.19% | -23.07% |
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Market data
Monday, February 13, 2012
Market Data: Week Ending February 10,2012
Market Index | 12/30 /2011 | 2/10/2012 | Week Change | Simple YTD % |
Dow Industrials Avg | 12,217.56 | 12,801.20 | -0.47% | 4.78% |
S&P 500 | 1,257.60 | 1,342.64 | -0.17% | 6.76% |
Fed Funds Rate | 0.04% | 0.12% | 0.01% | 200.00% |
10 yr T-note Yld | 1.88% | 1.99% | 0.07% | 5.85% |
5 yr T-note Yld | 0.83% | 0.82% | 0.05% | -1.20% |
5 yr TIPS - 'Real' Yld | -0.89% | -1.27% | 0.01% | -42.70% |
Implied 5 yr Inflation % | 1.72% | 2.09% | 0.04% | 21.51% |
2 yr T-note Yld | 0.24% | 0.27% | 0.04% | 12.50% |
2-10 Yr Slope | 1.64% | 1.72% | 0.03% | 4.88% |
90 day T-bill Yld | 0.01% | 0.08% | 0.01% | 700.00% |
Gold ($/oz) | $1,566.80 | $1,725.30 | -$15.00 | 10.12% |
WTI Oil ($/brl) | $98.83 | $98.67 | $0.83 | -0.16% |
VIX "Worry Index" | 23.4 | 20.79 | 3.69 | -11.15% |
Credit Spreads | 12/30 /2011 | 2/10/2012 | Week Change | Simple YTD % |
Inv Grade Credit Idx | 4.63% | 4.28% | -0.02% | -7.56% |
Low Grade Credit Idx | 8.86% | 7.37% | -0.08% | -16.82% |
Markit CDX Inv Grd Idx | 120 | 96 | -3.03% | -20.00% |
Markit CDX Mid Grd Idx | 247 | 186 | -8.82% | -24.70% |
Low Grade to 10 yr T-Note Spread | 698 | 538 | -2.71% | -22.92% |
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Market data
Monday, February 6, 2012
Market Data: Week Ending February 3, 2012
Market Index | 12/30 /2011 | 2/3/2012 | Week Change | Simple YTD % |
Dow Industrials Avg | 12,217.56 | 12,862.20 | 1.59% | 5.28% |
S&P 500 | 1,257.60 | 1,344.90 | 2.17% | 6.94% |
Fed Funds Rate | 0.04% | 0.11% | 0.03% | 175.00% |
10 yr T-note Yld | 1.88% | 1.92% | 0.03% | 2.13% |
5 yr T-note Yld | 0.83% | 0.77% | 0.02% | -7.23% |
5 yr TIPS - 'Real' Yld | -0.89% | -1.28% | 0.02% | -43.82% |
Implied 5 yr Inflation % | 1.72% | 2.05% | 0.00% | 19.19% |
2 yr T-note Yld | 0.24% | 0.23% | 0.02% | -4.17% |
2-10 Yr Slope | 1.64% | 1.69% | 0.01% | 3.05% |
90 day T-bill Yld | 0.01% | 0.07% | 0.02% | 600.00% |
Gold ($/oz) | $1,566.80 | $1,740.30 | $4.90 | 11.07% |
WTI Oil ($/brl) | $98.83 | $97.84 | -$1.72 | -1.00% |
VIX "Worry Index" | 23.4 | 17.1 | -1.43 | -26.92% |
Credit Spreads | 12/30 /2011 | 2/3/2012 | Week Change | Simple YTD % |
Inv Grade Credit Idx | 4.63% | 4.30% | -0.04% | -7.13% |
Low Grade Credit Idx | 8.86% | 7.45% | -0.49% | -15.91% |
Markit CDX Inv Grd Idx | 120 | 99 | -1.98% | -17.50% |
Markit CDX Mid Grd Idx | 247 | 204 | -8.52% | -17.41% |
Low Grade to 10 yr T-Note Spread | 698 | 553 | -8.60% | -20.77% |
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Market data
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