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% |
Monday, May 14, 2012
Market Data: Week Ending May 11, 2012
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Market data