Market Index | 12/30/ 2011 | 3/30/ 2012 | Week Change | Simple YTD % |
Dow Industrials Avg | 12,217.56 | 13,212.04 | 1.00% | 8.14% |
S&P 500 | 1,257.60 | 1,408.47 | 0.81% | 12.00% |
Fed Funds Rate | 0.04% | 0.10% | -0.05% | 150.00% |
10 yr T-note Yld | 1.88% | 2.21% | -0.02% | 17.55% |
5 yr T-note Yld | 0.83% | 1.04% | -0.04% | 25.30% |
5 yr TIPS - 'Real' Yld | -0.89% | -1.26% | -0.04% | -41.57% |
Implied 5 yr Inflation % | 1.72% | 2.30% | 0.00% | 33.72% |
2 yr T-note Yld | 0.24% | 0.33% | -0.02% | 37.50% |
2-10 Yr Slope | 1.64% | 1.88% | 0.00% | 14.63% |
90 day T-bill Yld | 0.01% | 0.07% | 0.00% | 600.00% |
Gold ($/oz) | $1,566.80 | $1,671.90 | $9.50 | 6.71% |
WTI Oil ($/brl) | $98.83 | $103.02 | -$3.85 | 4.24% |
VIX "Worry Index" | 23.4 | 15.5 | 0.68 | -33.76% |
Credit Spreads | 12/30/ 2011 | 3/30/ 2012 | Week Change | Simple YTD % |
Inv Grade Credit Idx | 4.63% | 3.89% | -0.03% | -15.98% |
Low Grade Credit Idx | 8.86% | 7.14% | 0.01% | -19.41% |
Markit CDX Inv Grd Idx | 120 | 93 | 3.33% | -22.50% |
Markit CDX Mid Grd Idx | 247 | 183 | 2.23% | -25.91% |
Mid Grade to 10 yr T-Note Spread | 698 | 493 | 0.61% | -29.37% |