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% |
Monday, May 21, 2012
Market Data: Week Ending May 18, 2012
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Market data