Market Index | 12/30/ 2011 | 6/22/ 2012 | Week Change | Simple YTD % |
Dow Industrials Avg | 12,217.56 | 12,640.78 | -1.00% | 3.46% |
S&P 500 | 1,257.60 | 1,335.02 | -0.59% | 6.16% |
Fed Funds Rate | 0.04% | 0.28% | 0.08% | 600.00% |
10 yr T-note Yld | 1.88% | 1.67% | 0.09% | -11.17% |
5 yr T-note Yld | 0.83% | 0.75% | 0.08% | -9.64% |
5 yr TIPS - 'Real' Yld | -0.89% | -1.00% | 0.21% | -12.36% |
Implied 5 yr Inflation % | 1.72% | 1.75% | -0.13% | 1.74% |
2 yr T-note Yld | 0.24% | 0.30% | 0.03% | 25.00% |
2-10 Yr Slope | 1.64% | 1.37% | 0.06% | -16.46% |
90 day T-bill Yld | 0.01% | 0.08% | -0.01% | 700.00% |
Gold ($/oz) | $1,566.80 | $1,566.90 | -$61.20 | 0.01% |
WTI Oil ($/brl) | $98.83 | $79.76 | -$4.27 | -19.30% |
VIX "Worry Index" | 23.4 | 18.11 | -3 | -22.61% |
Credit Spreads | 12/30/ 2011 | 6/22/ 2012 | Week Change | Simple YTD % |
Inv Grade Credit Idx | 4.63% | 3.77% | -0.05% | -18.57% |
Mid Grade Credit Idx | 8.86% | 7.65% | -0.22% | -13.66% |
Markit CDX Inv Grd Idx | 120 | 118 | -2.48% | -1.67% |
Markit CDX Mid Grd Idx | 247 | 219 | -4.78% | -11.34% |
Mid Grade to 10 yr T-Note Spread | 698 | 598 | -4.93% | -14.33% |
Monday, June 25, 2012
Market Data: Week Ending June 22, 2012
Labels:
Market data
Monday, June 18, 2012
Market Data: Week Ending June 15, 2012
Market Index | 12/30/ 2011 | 6/15/ 2012 | Week Change | Simple YTD % |
Dow Industrials Avg | 12,217.56 | 12,767.17 | 1.67% | 4.50% |
S&P 500 | 1,257.60 | 1,342.84 | 1.28% | 6.78% |
Fed Funds Rate | 0.04% | 0.20% | 0.03% | 400.00% |
10 yr T-note Yld | 1.88% | 1.58% | -0.06% | -15.96% |
5 yr T-note Yld | 0.83% | 0.67% | -0.04% | -19.28% |
5 yr TIPS - 'Real' Yld | -0.89% | -1.21% | -0.11% | -35.96% |
Implied 5 yr Inflation % | 1.72% | 1.88% | 0.07% | 9.30% |
2 yr T-note Yld | 0.24% | 0.27% | 0.00% | 12.50% |
2-10 Yr Slope | 1.64% | 1.31% | -0.06% | -20.12% |
90 day T-bill Yld | 0.01% | 0.09% | 0.01% | 800.00% |
Gold ($/oz) | $1,566.80 | $1,628.10 | $36.70 | 3.91% |
WTI Oil ($/brl) | $98.83 | $84.03 | -$0.07 | -14.98% |
VIX "Worry Index" | 23.4 | 21.11 | -0.12 | -9.79% |
Credit Spreads | 12/30/ 2011 | 6/15/ 2012 | Week Change | Simple YTD % |
Inv Grade Credit Idx | 4.63% | 3.82% | -0.02% | -17.49% |
Mid Grade Credit Idx | 8.86% | 7.87% | -0.06% | -11.17% |
Markit CDX Inv Grd Idx | 120 | 121 | -0.82% | 0.83% |
Markit CDX Mid Grd Idx | 247 | 230 | -0.86% | -6.88% |
Mid Grade to 10 yr T-Note Spread | 698 | 629 | 0.00% | -9.89% |
Labels:
Market data
Monday, June 11, 2012
Market Data: Week Ending June 8, 2012
Market Index | 12/30/ 2011 | 6/8/2012 | Week Change | Simple YTD % |
Dow Industrials Avg | 12,217.56 | 12,554.20 | 3.47% | 2.76% |
S&P 500 | 1,257.60 | 1,325.66 | 3.59% | 5.41% |
Fed Funds Rate | 0.04% | 0.17% | 0.00% | 325.00% |
10 yr T-note Yld | 1.88% | 1.64% | 0.19% | -12.77% |
5 yr T-note Yld | 0.83% | 0.71% | 0.09% | -14.46% |
5 yr TIPS - 'Real' Yld | -0.89% | -1.10% | -0.04% | -23.60% |
Implied 5 yr Inflation % | 1.72% | 1.81% | 0.13% | 5.23% |
2 yr T-note Yld | 0.24% | 0.27% | 0.02% | 12.50% |
2-10 Yr Slope | 1.64% | 1.37% | 0.17% | -16.46% |
90 day T-bill Yld | 0.01% | 0.08% | 0.01% | 700.00% |
Gold ($/oz) | $1,566.80 | $1,591.40 | -$30.70 | 1.57% |
WTI Oil ($/brl) | $98.83 | $84.10 | $0.87 | -14.90% |
VIX "Worry Index" | 23.4 | 21.23 | -5.43 | -9.27% |
Credit Spreads | 12/30/ 2011 | 6/8/2012 | Week Change | Simple YTD % |
Inv Grade Credit Idx | 4.63% | 3.84% | 0.02% | -17.06% |
Mid Grade Credit Idx | 8.86% | 7.93% | -0.16% | -10.50% |
Markit CDX Inv Grd Idx | 120 | 122 | -0.81% | 1.67% |
Markit CDX Mid Grd Idx | 247 | 232 | 0.87% | -6.07% |
Mid Grade to 10 yr T-Note Spread | 698 | 629 | -5.27% | -9.89% |
Labels:
Market data
Monday, June 4, 2012
Market Data & Graphs: Week Ending June 1, 2012
Market Index | 12/30/ 2011 | 6/1/2012 | Week Change | Simple YTD % |
Dow Industrials Avg | 12,217.56 | 12,118.57 | -2.77% | -0.81% |
S&P 500 | 1,257.60 | 1,278.04 | -3.11% | 1.63% |
Fed Funds Rate | 0.04% | 0.17% | 0.00% | 325.00% |
10 yr T-note Yld | 1.88% | 1.45% | -0.29% | -22.87% |
5 yr T-note Yld | 0.83% | 0.62% | -0.14% | -25.30% |
5 yr TIPS - 'Real' Yld | -0.89% | -1.06% | -0.01% | -19.10% |
Implied 5 yr Inflation % | 1.72% | 1.68% | -0.13% | -2.33% |
2 yr T-note Yld | 0.24% | 0.25% | -0.04% | 4.17% |
2-10 Yr Slope | 1.64% | 1.20% | -0.25% | -26.83% |
90 day T-bill Yld | 0.01% | 0.07% | -0.01% | 600.00% |
Gold ($/oz) | $1,566.80 | $1,622.10 | $50.90 | 3.53% |
WTI Oil ($/brl) | $98.83 | $83.23 | -$7.63 | -15.78% |
VIX "Worry Index" | 23.4 | 26.66 | 4.9 | 13.93% |
Credit Spreads | 12/30/ 2011 | 6/1/ 2012 | Week Change | Simple YTD % |
Inv Grade Credit Idx | 4.63% | 3.82% | -0.09% | -17.49% |
Mid Grade Credit Idx | 8.86% | 8.09% | 0.45% | -8.69% |
Markit CDX Inv Grd Idx | 120 | 123 | 4.24% | 2.50% |
Markit CDX Mid Grd Idx | 247 | 230 | 1.32% | -6.88% |
Mid Grade to 10 yr T-Note Spread | 698 | 664 | 12.54% | -4.87% |
Labels:
graphs,
Market data
Subscribe to:
Posts (Atom)