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% |
Monday, June 11, 2012
Market Data: Week Ending June 8, 2012
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Market data