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% |
Monday, June 4, 2012
Market Data & Graphs: Week Ending June 1, 2012
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Market data