Market Index | 12/30/ 2011 | 7/20/ 2012 | Week Change | Simple YTD % |
Dow Industrials Avg | 12,217.56 | 12,822.57 | 0.35% | 4.95% |
S&P 500 | 1,257.60 | 1,362.66 | 0.43% | 8.35% |
Fed Funds Rate | 0.04% | 0.14% | -0.04% | 250.00% |
10 yr T-note Yld | 1.88% | 1.44% | -0.05% | -23.40% |
5 yr T-note Yld | 0.83% | 0.56% | -0.06% | -32.53% |
5 yr TIPS - 'Real' Yld | -0.89% | -1.25% | -0.06% | -40.45% |
Implied 5 yr Inflation % | 1.72% | 1.81% | 0.00% | 5.23% |
2 yr T-note Yld | 0.24% | 0.20% | -0.04% | -16.67% |
2-10 Yr Slope | 1.64% | 1.24% | -0.01% | -24.39% |
90 day T-bill Yld | 0.01% | 0.08% | 0.00% | 700.00% |
Gold ($/oz) | $1,566.80 | $1,582.80 | -$2.60 | 1.02% |
WTI Oil ($/brl) | $98.83 | $91.93 | $5.27 | -6.98% |
VIX "Worry Index" | 23.4 | 16.27 | -0.47 | -30.47% |
Credit Spreads | 12/30/ 2011 | 7/20/ 2012 | Week Change | Simple YTD % |
Inv Grade Credit Idx | 4.63% | 3.45% | -0.08% | -25.49% |
Mid Grade Credit Idx | 8.86% | 7.31% | -0.08% | -17.49% |
Markit CDX Inv Grd Idx | 120 | 108 | -4.42% | -10.00% |
Markit CDX Mid Grd Idx | 247 | 206 | -4.63% | -16.60% |
Mid Grade to 10 yr T-Note Spread | 698 | 587 | -0.51% | -15.90% |
Monday, July 23, 2012
Market Data: Week Ending July 20, 2012
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Market data