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% |
Monday, April 23, 2012
Market Data: Week Ending April 20, 2012
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Market data