Market Index | 12/30/ 2011 | 7/27/ 2012 | Week Change | Simple YTD % |
Dow Industrials Avg | 12,217.56 | 13,075.66 | 1.94% | 7.02% |
S&P 500 | 1,257.60 | 1,385.97 | 1.68% | 10.21% |
Fed Funds Rate | 0.04% | 0.16% | 0.02% | 300.00% |
10 yr T-note Yld | 1.88% | 1.54% | 0.10% | -18.09% |
5 yr T-note Yld | 0.83% | 0.64% | 0.08% | -22.89% |
5 yr TIPS - 'Real' Yld | -0.89% | -1.19% | 0.06% | -33.71% |
Implied 5 yr Inflation % | 1.72% | 1.83% | 0.02% | 6.40% |
2 yr T-note Yld | 0.24% | 0.24% | 0.04% | 0.00% |
2-10 Yr Slope | 1.64% | 1.30% | 0.06% | -20.73% |
90 day T-bill Yld | 0.01% | 0.10% | 0.02% | 900.00% |
Gold ($/oz) | $1,566.80 | $1,622.70 | $39.90 | 3.57% |
WTI Oil ($/brl) | $98.83 | $90.13 | -$1.80 | -8.80% |
VIX "Worry Index" | 23.4 | 16.7 | 0.43 | -28.63% |
Credit Spreads | 12/30/ 2011 | 7/27/ 2012 | Week Change | Simple YTD % |
Inv Grade Credit Idx | 4.63% | 3.48% | 0.03% | -24.84% |
Mid Grade Credit Idx | 8.86% | 7.29% | -0.02% | -17.72% |
Markit CDX Inv Grd Idx | 120 | 111 | 2.78% | -7.50% |
Markit CDX Mid Grd Idx | 247 | 211 | 2.43% | -14.57% |
Mid Grade to 10 yr T-Note Spread | 698 | 575 | -2.04% | -17.62% |
Monday, July 30, 2012
Market Data & Graphs: Week Ending July 27, 2012
Labels:
graphs,
Market data