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% |
Monday, February 13, 2012
Market Data: Week Ending February 10,2012
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Market data