Market Index | 12/30/ 2011 | 4/27/ 2012 | Week Change | Simple YTD % |
Dow Industrials Avg | 12,217.56 | 13,228.31 | 1.53% | 8.27% |
S&P 500 | 1,257.60 | 1,403.36 | 1.80% | 11.59% |
Fed Funds Rate | 0.04% | 0.14% | 0.01% | 250.00% |
10 yr T-note Yld | 1.88% | 1.93% | -0.03% | 2.66% |
5 yr T-note Yld | 0.83% | 0.83% | -0.01% | 0.00% |
5 yr TIPS - 'Real' Yld | -0.89% | -1.26% | -0.12% | -41.57% |
Implied 5 yr Inflation % | 1.72% | 2.09% | 0.11% | 21.51% |
2 yr T-note Yld | 0.24% | 0.26% | 0.00% | 8.33% |
2-10 Yr Slope | 1.64% | 1.67% | -0.03% | 1.83% |
90 day T-bill Yld | 0.01% | 0.09% | 0.02% | 800.00% |
Gold ($/oz) | $1,566.80 | $1,664.80 | $22.00 | 6.25% |
WTI Oil ($/brl) | $98.83 | $104.93 | $1.05 | 6.17% |
VIX "Worry Index" | 23.4 | 16.32 | -1.12 | -30.26% |
Credit Spreads | 12/30/ 2011 | 4/27/ 2012 | Week Change | Simple YTD % |
Inv Grade Credit Idx | 4.63% | 3.86% | -0.03% | -16.63% |
Mid Grade Credit Idx | 8.86% | 7.23% | -0.14% | -18.40% |
Markit CDX Inv Grd Idx | 120 | 96 | -4.00% | -20.00% |
Markit CDX Mid Grd Idx | 247 | 192 | -5.42% | -22.27% |
Mid Grade to 10 yr T-Note Spread | 698 | 530 | -2.03% | -24.07% |
Monday, April 30, 2012
Market Data & Graph's: Week Ending April 27, 2012
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graphs,
Market data
Friday, April 27, 2012
Robert Wenzel's speech at the NY Fed, April 2012
From the Economic Policy Journal;
Thank you very much for inviting me to speak here at the New York Federal Reserve Bank.
Intellectual discourse is, of course, extraordinarily valuable in reaching truth. In this sense, I welcome the opportunity to discuss my views on the economy and monetary policy and how they may differ with those of you here at the Fed.
That said, I suspect my views are so different from those of you here today that my comments will be a complete failure in convincing you to do what I believe should be done, which is to close down the entire Federal Reserve System
My views, I suspect, differ from beginning to end. From the proper methodology to be used in the science of economics, to the manner in which the macro-economy functions, to the role of the Federal Reserve, and to the accomplishments of the Federal Reserve, I stand here confused as to how you see the world so differently than I do.
I simply do not understand most of the thinking that goes on here at the Fed and I do not understand how this thinking can go on when in my view it smacks up against reality.
Monday, April 23, 2012
Market Data: Week Ending April 20, 2012
Market Index | 12/30/ 2011 | 4/20/ 2012 | Week Change | Simple YTD % |
Dow Industrials Avg | 12,217.56 | 13,029.26 | 1.40% | 6.64% |
S&P 500 | 1,257.60 | 1,378.53 | 0.60% | 9.62% |
Fed Funds Rate | 0.04% | 0.13% | -0.04% | 225.00% |
10 yr T-note Yld | 1.88% | 1.96% | -0.02% | 4.26% |
5 yr T-note Yld | 0.83% | 0.84% | -0.01% | 1.20% |
5 yr TIPS - 'Real' Yld | -0.89% | -1.14% | 0.19% | -28.09% |
Implied 5 yr Inflation % | 1.72% | 1.98% | -0.20% | 15.12% |
2 yr T-note Yld | 0.24% | 0.26% | -0.01% | 8.33% |
2-10 Yr Slope | 1.64% | 1.70% | -0.01% | 3.66% |
90 day T-bill Yld | 0.01% | 0.07% | -0.01% | 600.00% |
Gold ($/oz) | $1,566.80 | $1,642.80 | -$17.40 | 4.85% |
WTI Oil ($/brl) | $98.83 | $103.88 | $1.05 | 5.11% |
VIX "Worry Index" | 23.4 | 17.44 | -2.11 | -25.47% |
Credit Spreads | 12/30/ 2011 | 4/20/ 2012 | Week Change | Simple YTD % |
Inv Grade Credit Idx | 4.63% | 3.89% | -0.01% | -15.98% |
Low Grade Credit Idx | 8.86% | 7.37% | 0.00% | -16.82% |
Markit CDX Inv Grd Idx | 120 | 100 | 3.09% | -16.67% |
Markit CDX Mid Grd Idx | 247 | 203 | 1.50% | -17.81% |
Low Grade to 10 yr T-Note Spread | 698 | 541 | 0.37% | -22.49% |
Labels:
Market data
Monday, April 16, 2012
Market Data: Week Ending April 6, 2012
Market Index | 12/30/ 2011 | 4/13/ 2012 | Week Change | Simple YTD % |
Dow Industrials Avg | 12,217.56 | 12,849.60 | -1.61% | 5.17% |
S&P 500 | 1,257.60 | 1,370.26 | -1.99% | 8.96% |
Fed Funds Rate | 0.04% | 0.17% | 0.06% | 325.00% |
10 yr T-note Yld | 1.88% | 1.98% | -0.08% | 5.32% |
5 yr T-note Yld | 0.83% | 0.85% | -0.06% | 2.41% |
5 yr TIPS - 'Real' Yld | -0.89% | -1.33% | -0.06% | -49.44% |
Implied 5 yr Inflation % | 1.72% | 2.18% | 0.00% | 26.74% |
2 yr T-note Yld | 0.24% | 0.27% | -0.05% | 12.50% |
2-10 Yr Slope | 1.64% | 1.71% | -0.03% | 4.27% |
90 day T-bill Yld | 0.01% | 0.08% | 0.01% | 700.00% |
Gold ($/oz) | $1,566.80 | $1,660.20 | $29.10 | 5.96% |
WTI Oil ($/brl) | $98.83 | $102.83 | $0.61 | 4.05% |
VIX "Worry Index" | 23.4 | 19.55 | 2.85 | -16.45% |
Credit Spreads | 12/30/ 2011 | 4/13/ 2012 | Week Change | Simple YTD % |
Inv Grade Credit Idx | 4.63% | 3.90% | -0.06% | -15.77% |
Low Grade Credit Idx | 8.86% | 7.37% | 0.04% | -16.82% |
Markit CDX Inv Grd Idx | 120 | 97 | 0.00% | -19.17% |
Markit CDX Mid Grd Idx | 247 | 200 | 4.71% | -19.03% |
Low Grade to 10 yr T-Note Spread | 698 | 539 | 2.28% | -22.78% |
Labels:
Market data
Monday, April 9, 2012
Market Data: Week Ending April 6, 2012
Market Index | 12/30/ 2011 | 4/6/2012 | Week Change | Simple YTD % |
Dow Industrials Avg | 12,217.56 | 13,060.10 | -1.15% | 6.90% |
S&P 500 | 1,257.60 | 1,398.08 | -0.74% | 11.17% |
Fed Funds Rate | 0.04% | 0.11% | 0.01% | 175.00% |
10 yr T-note Yld | 1.88% | 2.06% | -0.15% | 9.57% |
5 yr T-note Yld | 0.83% | 0.91% | -0.13% | 9.64% |
5 yr TIPS - 'Real' Yld | -0.89% | -1.27% | -0.01% | -42.70% |
Implied 5 yr Inflation % | 1.72% | 2.18% | -0.12% | 26.74% |
2 yr T-note Yld | 0.24% | 0.32% | -0.01% | 33.33% |
2-10 Yr Slope | 1.64% | 1.74% | -0.14% | 6.10% |
90 day T-bill Yld | 0.01% | 0.07% | 0.00% | 600.00% |
Gold ($/oz) | $1,566.80 | $1,631.10 | -$40.80 | 4.10% |
WTI Oil ($/brl) | $98.83 | $102.22 | -$0.80 | 3.43% |
VIX "Worry Index" | 23.4 | 16.7 | 1.2 | -28.63% |
Credit Spreads | 12/30/ 2011 | 4/6/2012 | Week Change | Simple YTD % |
Inv Grade Credit Idx | 4.63% | 3.96% | 0.07% | -14.47% |
Low Grade Credit Idx | 8.86% | 7.33% | 0.19% | -17.27% |
Markit CDX Inv Grd Idx | 120 | 97 | 4.30% | -19.17% |
Markit CDX Mid Grd Idx | 247 | 191 | 4.37% | -22.67% |
Low Grade to 10 yr T-Note Spread | 698 | 527 | 6.90% | -24.50% |
Labels:
Market data
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