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% |
Monday, May 7, 2012
Market Data: Week Ending May 4, 2012
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Market data