Market Index | 12/30/ 2011 | 3/16/ 2012 | Week Change | Simple YTD % |
Dow Industrials Avg | 12,217.56 | 13,232.62 | 2.40% | 8.31% |
S&P 500 | 1,257.60 | 1,404.17 | 2.43% | 11.65% |
Fed Funds Rate | 0.04% | 0.15% | 0.02% | 275.00% |
10 yr T-note Yld | 1.88% | 2.29% | 0.26% | 21.81% |
5 yr T-note Yld | 0.83% | 1.11% | 0.22% | 33.73% |
5 yr TIPS - 'Real' Yld | -0.89% | -1.27% | 0.15% | -42.70% |
Implied 5 yr Inflation % | 1.72% | 2.38% | 0.07% | 38.37% |
2 yr T-note Yld | 0.24% | 0.36% | 0.04% | 50.00% |
2-10 Yr Slope | 1.64% | 1.93% | 0.22% | 17.68% |
90 day T-bill Yld | 0.01% | 0.08% | 0.00% | 700.00% |
Gold ($/oz) | $1,566.80 | $1,655.80 | -$55.70 | 5.68% |
WTI Oil ($/brl) | $98.83 | $107.06 | -$0.34 | 8.33% |
VIX "Worry Index" | 23.4 | 14.47 | -2.64 | -38.16% |
Credit Spreads | 12/30/ 2011 | 3/16/ 2012 | Week Change | Simple YTD % |
Inv Grade Credit Idx | 4.63% | 3.94% | 0.11% | -14.90% |
Low Grade Credit Idx | 8.86% | 7.01% | 0.00% | -20.88% |
Markit CDX Inv Grd Idx | 120 | 90 | -6.25% | -25.00% |
Markit CDX Mid Grd Idx | 247 | 176 | -4.86% | -28.74% |
Low Grade to 10 yr T-Note Spread | 698 | 472 | -5.22% | -32.38% |
Monday, March 19, 2012
Market Data: Week Ending March 16, 2012
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Market data