Market Index | 12/30/ 2011 | 6/29/ 2012 | Week Change | Simple YTD % |
Dow Industrials Avg | 12,217.56 | 12,880.09 | 1.86% | 5.42% |
S&P 500 | 1,257.60 | 1,362.16 | 1.99% | 8.31% |
Fed Funds Rate | 0.04% | 0.10% | -0.18% | 150.00% |
10 yr T-note Yld | 1.88% | 1.64% | -0.03% | -12.77% |
5 yr T-note Yld | 0.83% | 0.72% | -0.03% | -13.25% |
5 yr TIPS - 'Real' Yld | -0.89% | -1.04% | -0.04% | -16.85% |
Implied 5 yr Inflation % | 1.72% | 1.76% | 0.01% | 2.33% |
2 yr T-note Yld | 0.24% | 0.30% | 0.00% | 25.00% |
2-10 Yr Slope | 1.64% | 1.34% | -0.03% | -18.29% |
90 day T-bill Yld | 0.01% | 0.08% | 0.00% | 700.00% |
Gold ($/oz) | $1,566.80 | $1,604.20 | $37.30 | 2.39% |
WTI Oil ($/brl) | $98.83 | $84.96 | $5.20 | -14.03% |
VIX "Worry Index" | 23.4 | 17.08 | -1.03 | -27.01% |
Credit Spreads | 12/30/ 2011 | 6/29/ 2012 | Week Change | Simple YTD % |
Inv Grade Credit Idx | 4.63% | 3.76% | -0.01% | -18.79% |
Mid Grade Credit Idx | 8.86% | 7.54% | -0.11% | -14.90% |
Markit CDX Inv Grd Idx | 120 | 118 | 0.00% | -1.67% |
Markit CDX Mid Grd Idx | 247 | 222 | 1.37% | -10.12% |
Mid Grade to 10 yr T-Note Spread | 698 | 590 | -1.34% | -15.47% |
Monday, July 2, 2012
Market Data & Graphs: Week Ending June 29, 2012
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