Market Index | 12/30/ 2011 | 5/25/ 2012 | Week Change | Simple YTD % |
Dow Industrials Avg | 12,217.56 | 12,454.83 | 0.69% | 1.94% |
S&P 500 | 1,257.60 | 1,317.82 | 1.71% | 4.79% |
Fed Funds Rate | 0.04% | 0.17% | 0.00% | 325.00% |
10 yr T-note Yld | 1.88% | 1.74% | -0.01% | -7.45% |
5 yr T-note Yld | 0.83% | 0.76% | 0.01% | -8.43% |
5 yr TIPS - 'Real' Yld | -0.89% | -1.05% | 0.10% | -17.98% |
Implied 5 yr Inflation % | 1.72% | 1.81% | -0.09% | 5.23% |
2 yr T-note Yld | 0.24% | 0.29% | 0.00% | 20.83% |
2-10 Yr Slope | 1.64% | 1.45% | -0.01% | -11.59% |
90 day T-bill Yld | 0.01% | 0.08% | 0.00% | 700.00% |
Gold ($/oz) | $1,566.80 | $1,571.20 | -$17.50 | 0.28% |
WTI Oil ($/brl) | $98.83 | $90.86 | -$1.71 | -8.06% |
VIX "Worry Index" | 23.4 | 21.76 | -3.34 | -7.01% |
Credit Spreads | 12/30/ 2011 | 5/25/ 2012 | Week Change | Simple YTD % |
Inv Grade Credit Idx | 4.63% | 3.91% | 0.00% | -15.55% |
Mid Grade Credit Idx | 8.86% | 7.64% | 0.00% | -13.77% |
Markit CDX Inv Grd Idx | 120 | 118 | -3.28% | -1.67% |
Markit CDX Mid Grd Idx | 247 | 227 | 0.00% | -8.10% |
Mid Grade to 10 yr T-Note Spread | 698 | 590 | 0.17% | -15.47% |
Monday, May 28, 2012
Market Data: Week Ending May 25, 2012
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Market data
Monday, May 21, 2012
Market Data: Week Ending May 18, 2012
Market Index | 12/30/ 2011 | 5/18/ 2012 | Week Change | Simple YTD % |
Dow Industrials Avg | 12,217.56 | 12,369.38 | -3.65% | 1.24% |
S&P 500 | 1,257.60 | 1,295.22 | -4.49% | 2.99% |
Fed Funds Rate | 0.04% | 0.17% | 0.01% | 325.00% |
10 yr T-note Yld | 1.88% | 1.75% | -0.09% | -6.91% |
5 yr T-note Yld | 0.83% | 0.75% | 0.00% | -9.64% |
5 yr TIPS - 'Real' Yld | -0.89% | -1.15% | 0.04% | -29.21% |
Implied 5 yr Inflation % | 1.72% | 1.90% | -0.04% | 10.47% |
2 yr T-note Yld | 0.24% | 0.29% | 0.03% | 20.83% |
2-10 Yr Slope | 1.64% | 1.46% | -0.12% | -10.98% |
90 day T-bill Yld | 0.01% | 0.08% | -0.01% | 700.00% |
Gold ($/oz) | $1,566.80 | $1,588.70 | $4.70 | 1.40% |
WTI Oil ($/brl) | $98.83 | $92.57 | -$3.56 | -6.33% |
VIX "Worry Index" | 23.4 | 25.1 | 5.21 | 7.26% |
Credit Spreads | 12/30/ 2011 | 5/18/ 2012 | Week Change | Simple YTD % |
Inv Grade Credit Idx | 4.63% | 3.91% | 0.16% | -15.55% |
Mid Grade Credit Idx | 8.86% | 7.64% | 0.53% | -13.77% |
Markit CDX Inv Grd Idx | 120 | 122 | 18.45% | 1.67% |
Markit CDX Mid Grd Idx | 247 | 227 | 14.07% | -8.10% |
Mid Grade to 10 yr T-Note Spread | 698 | 589 | 11.76% | -15.62% |
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Market data
Monday, May 14, 2012
Market Data: Week Ending May 11, 2012
Market Index | 12/30/ 2011 | 5/11/ 2012 | Week Change | Simple YTD % |
Dow Industrials Avg | 12,217.56 | 12,820.60 | -1.67% | 4.94% |
S&P 500 | 1,257.60 | 1,353.39 | -1.15% | 7.62% |
Fed Funds Rate | 0.04% | 0.16% | 0.00% | 300.00% |
10 yr T-note Yld | 1.88% | 1.84% | -0.04% | -2.13% |
5 yr T-note Yld | 0.83% | 0.75% | -0.03% | -9.64% |
5 yr TIPS - 'Real' Yld | -0.89% | -1.19% | 0.01% | -33.71% |
Implied 5 yr Inflation % | 1.72% | 1.94% | -0.04% | 12.79% |
2 yr T-note Yld | 0.24% | 0.26% | 0.01% | 8.33% |
2-10 Yr Slope | 1.64% | 1.58% | -0.05% | -3.66% |
90 day T-bill Yld | 0.01% | 0.09% | 0.02% | 800.00% |
Gold ($/oz) | $1,566.80 | $1,584.00 | -$61.20 | 1.10% |
WTI Oil ($/brl) | $98.83 | $96.13 | -$2.36 | -2.73% |
VIX "Worry Index" | 23.4 | 19.89 | 0.73 | -15.00% |
Credit Spreads | 12/30/ 2011 | 5/11/ 2012 | Week Change | Simple YTD % |
Inv Grade Credit Idx | 4.63% | 3.75% | 0.01% | -19.01% |
Mid Grade Credit Idx | 8.86% | 7.11% | 0.04% | -19.75% |
Markit CDX Inv Grd Idx | 120 | 103 | 7.29% | -14.17% |
Markit CDX Mid Grd Idx | 247 | 199 | 2.05% | -19.43% |
Mid Grade to 10 yr T-Note Spread | 698 | 527 | 1.54% | -24.50% |
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Market data
Monday, May 7, 2012
Market Data: Week Ending May 4, 2012
Market Index | 12/30/ 2011 | 5/4/ 2012 | Week Change | Simple YTD % |
Dow Industrials Avg | 12,217.56 | 13,038.27 | -1.44% | 6.72% |
S&P 500 | 1,257.60 | 1,369.10 | -2.44% | 8.87% |
Fed Funds Rate | 0.04% | 0.16% | 0.02% | 300.00% |
10 yr T-note Yld | 1.88% | 1.88% | -0.05% | 0.00% |
5 yr T-note Yld | 0.83% | 0.78% | -0.05% | -6.02% |
5 yr TIPS - 'Real' Yld | -0.89% | -1.20% | 0.06% | -34.83% |
Implied 5 yr Inflation % | 1.72% | 1.98% | -0.11% | 15.12% |
2 yr T-note Yld | 0.24% | 0.25% | -0.01% | 4.17% |
2-10 Yr Slope | 1.64% | 1.63% | -0.04% | -0.61% |
90 day T-bill Yld | 0.01% | 0.07% | -0.02% | 600.00% |
Gold ($/oz) | $1,566.80 | $1,645.20 | -$19.60 | 5.00% |
WTI Oil ($/brl) | $98.83 | $98.49 | -$6.44 | -0.34% |
VIX "Worry Index" | 23.4 | 19.16 | 2.84 | -18.12% |
Credit Spreads | 12/30/ 2011 | 5/4/ 2012 | Week Change | Simple YTD % |
Inv Grade Credit Idx | 4.63% | 3.74% | -0.12% | -19.22% |
Mid Grade Credit Idx | 8.86% | 7.07% | -0.16% | -20.20% |
Markit CDX Inv Grd Idx | 120 | 96 | 0.00% | -20.00% |
Markit CDX Mid Grd Idx | 247 | 195 | 1.56% | -21.05% |
Mid Grade to 10 yr T-Note Spread | 698 | 519 | -2.08% | -25.64% |
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Market data
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