Market Index | 12/30/ 2011 | 3/23/ 2012 | Week Change | Simple YTD % |
Dow Industrials Avg | 12,217.56 | 13,080.70 | -1.15% | 7.06% |
S&P 500 | 1,257.60 | 1,397.11 | -0.50% | 11.09% |
Fed Funds Rate | 0.04% | 0.15% | 0.00% | 275.00% |
10 yr T-note Yld | 1.88% | 2.23% | -0.06% | 18.62% |
5 yr T-note Yld | 0.83% | 1.08% | -0.03% | 30.12% |
5 yr TIPS - 'Real' Yld | -0.89% | -1.22% | 0.05% | -37.08% |
Implied 5 yr Inflation % | 1.72% | 2.30% | -0.08% | 33.72% |
2 yr T-note Yld | 0.24% | 0.35% | -0.01% | 45.83% |
2-10 Yr Slope | 1.64% | 1.88% | -0.05% | 14.63% |
90 day T-bill Yld | 0.01% | 0.07% | -0.01% | 600.00% |
Gold ($/oz) | $1,566.80 | $1,662.40 | $6.60 | 6.10% |
WTI Oil ($/brl) | $98.83 | $106.87 | -$0.19 | 8.14% |
VIX "Worry Index" | 23.4 | 14.82 | 0.35 | -36.67% |
Credit Spreads | 12/30/ 2011 | 3/23/ 2012 | Week Change | Simple YTD % |
Inv Grade Credit Idx | 4.63% | 3.92% | -0.02% | -15.33% |
Low Grade Credit Idx | 8.86% | 7.13% | 0.12% | -19.53% |
Markit CDX Inv Grd Idx | 120 | 90 | 0.00% | -25.00% |
Markit CDX Mid Grd Idx | 247 | 179 | 1.70% | -27.53% |
Low Grade to 10 yr T-Note Spread | 698 | 490 | 3.81% | -29.80% |
Monday, March 26, 2012
Market Data: Week Ending March 23, 2012
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Market data