| 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