Market Index | 12/30/ 2011 | 3/2/ 2012 | Week Change | Simple YTD % |
Dow Industrials Avg | 12,217.56 | 12,977.60 | -0.04% | 6.22% |
S&P 500 | 1,257.60 | 1,369.63 | 0.28% | 8.91% |
Fed Funds Rate | 0.04% | 0.12% | 0.01% | 200.00% |
10 yr T-note Yld | 1.88% | 1.97% | 0.00% | 4.79% |
5 yr T-note Yld | 0.83% | 0.84% | -0.05% | 1.20% |
5 yr TIPS - 'Real' Yld | -0.89% | -1.40% | 0.03% | -57.30% |
Implied 5 yr Inflation % | 1.72% | 2.24% | -0.08% | 30.23% |
2 yr T-note Yld | 0.24% | 0.27% | -0.03% | 12.50% |
2-10 Yr Slope | 1.64% | 1.70% | 0.03% | 3.66% |
90 day T-bill Yld | 0.01% | 0.06% | -0.04% | 500.00% |
Gold ($/oz) | $1,566.80 | $1,709.80 | -$63.80 | 9.13% |
WTI Oil ($/brl) | $98.83 | $106.70 | -$2.80 | 7.96% |
VIX "Worry Index" | 23.4 | 17.29 | -0.02 | -26.11% |
Credit Spreads | 12/30/ 2011 | 3/2/ 2012 | Week Change | Simple YTD % |
Inv Grade Credit Idx | 4.63% | 3.74% | -0.52% | -19.22% |
Low Grade Credit Idx | 8.86% | 6.88% | -0.23% | -22.35% |
Markit CDX Inv Grd Idx | 120 | 93 | -4.12% | -22.50% |
Markit CDX Mid Grd Idx | 247 | 184 | -5.15% | -25.51% |
Low Grade to 10 yr T-Note Spread | 698 | 491 | -4.47% | -29.66% |
Monday, March 5, 2012
Market Data & Graphs: Week Ending March 2, 2012
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Market data