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% |
Monday, February 20, 2012
Market Data: Week Ending February 17, 2012
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Market data