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% |
Monday, June 18, 2012
Market Data: Week Ending June 15, 2012
Labels:
Market data