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% |
Monday, April 16, 2012
Market Data: Week Ending April 6, 2012
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Market data