Market Index | 12/30/ 2011 | 8/24/ 2012 | Week Change | Simple YTD % |
Dow Industrials Avg | 12,217.56 | 13,157.97 | -0.89% | 7.70% |
S&P 500 | 1,257.60 | 1,411.13 | -0.50% | 12.21% |
Fed Funds Rate | 0.04% | 0.15% | 0.03% | 275.00% |
10 yr T-note Yld | 1.88% | 1.68% | -0.13% | -10.64% |
5 yr T-note Yld | 0.83% | 0.70% | -0.10% | -15.66% |
5 yr TIPS - 'Real' Yld | -0.89% | -1.29% | -0.19% | -44.94% |
Implied 5 yr Inflation % | 1.72% | 1.99% | 0.09% | 15.70% |
2 yr T-note Yld | 0.24% | 0.27% | -0.02% | 12.50% |
2-10 Yr Slope | 1.64% | 1.41% | -0.11% | -14.02% |
90 day T-bill Yld | 0.01% | 0.10% | 0.03% | 900.00% |
Gold ($/oz) | $1,566.80 | $1,672.90 | $53.50 | 6.77% |
WTI Oil ($/brl) | $98.83 | $96.15 | $0.14 | -2.71% |
VIX "Worry Index" | 23.4 | 15.18 | 1.73 | -35.13% |
Credit Spreads | 12/30/ 2011 | 8/24/ 2012 | Week Change | Simple YTD % |
Inv Grade Credit Idx | 4.63% | 3.49% | -0.10% | -24.62% |
Mid Grade Credit Idx | 8.86% | 7.14% | -0.01% | -19.41% |
Markit CDX Inv Grd Idx | 120 | 102 | 0.99% | -15.00% |
Markit CDX Mid Grd Idx | 247 | 189 | -1.05% | -23.48% |
Mid Grade to 10 yr T-Note Spread | 698 | 546 | 2.25% | -21.78% |
Sunday, August 26, 2012
Market Data:Week Ending August 24, 2012
Labels:
Market data
Sunday, August 19, 2012
Market Data: Week Ending August 17, 2012
Market Index | 12/30/ 2011 | 8/17/ 2012 | Week Change | Simple YTD % |
Dow Industrials Avg | 12,217.56 | 13,275.20 | 0.51% | 8.66% |
S&P 500 | 1,257.60 | 1,418.16 | 0.87% | 12.77% |
Fed Funds Rate | 0.04% | 0.12% | -0.02% | 200.00% |
10 yr T-note Yld | 1.88% | 1.81% | 0.15% | -3.72% |
5 yr T-note Yld | 0.83% | 0.80% | 0.09% | -3.61% |
5 yr TIPS - 'Real' Yld | -0.89% | -1.10% | 0.13% | -23.60% |
Implied 5 yr Inflation % | 1.72% | 1.90% | -0.04% | 10.47% |
2 yr T-note Yld | 0.24% | 0.29% | 0.03% | 20.83% |
2-10 Yr Slope | 1.64% | 1.52% | 0.12% | -7.32% |
90 day T-bill Yld | 0.01% | 0.07% | -0.03% | 600.00% |
Gold ($/oz) | $1,566.80 | $1,619.40 | -$3.40 | 3.36% |
WTI Oil ($/brl) | $98.83 | $96.01 | $3.14 | -2.85% |
VIX "Worry Index" | 23.4 | 13.45 | -1.29 | -42.52% |
Credit Spreads | 12/30/ 2011 | 8/17/ 2012 | Week Change | Simple YTD % |
Inv Grade Credit Idx | 4.63% | 3.59% | 0.12% | -22.46% |
Mid Grade Credit Idx | 8.86% | 7.15% | 0.08% | -19.30% |
Markit CDX Inv Grd Idx | 120 | 101 | -1.94% | -15.83% |
Markit CDX Mid Grd Idx | 247 | 191 | -1.04% | -22.67% |
Mid Grade to 10 yr T-Note Spread | 698 | 534 | -1.29% | -23.50% |
Labels:
Market data
Monday, August 13, 2012
Market Data: Week Ending August 10, 2012
Market Index | 12/30/ 2011 | 8/10/ 2012 | Week Change | Simple YTD % |
Dow Industrials Avg | 12,217.56 | 13,207.95 | 0.85% | 8.11% |
S&P 500 | 1,257.60 | 1,405.87 | 1.06% | 11.79% |
Fed Funds Rate | 0.04% | 0.14% | -0.01% | 250.00% |
10 yr T-note Yld | 1.88% | 1.66% | 0.10% | -11.70% |
5 yr T-note Yld | 0.83% | 0.71% | 0.05% | -14.46% |
5 yr TIPS - 'Real' Yld | -0.89% | -1.23% | -0.04% | -38.20% |
Implied 5 yr Inflation % | 1.72% | 1.94% | 0.09% | 12.79% |
2 yr T-note Yld | 0.24% | 0.26% | 0.02% | 8.33% |
2-10 Yr Slope | 1.64% | 1.40% | 0.08% | -14.63% |
90 day T-bill Yld | 0.01% | 0.10% | 0.02% | 900.00% |
Gold ($/oz) | $1,566.80 | $1,622.80 | $13.50 | 3.57% |
WTI Oil ($/brl) | $98.83 | $92.87 | $1.47 | -6.03% |
VIX "Worry Index" | 23.4 | 14.74 | -0.9 | -37.01% |
Credit Spreads | 12/30/ 2011 | 8/10/ 2012 | Week Change | Simple YTD % |
Inv Grade Credit Idx | 4.63% | 3.47% | 0.02% | -25.05% |
Mid Grade Credit Idx | 8.86% | 7.07% | -0.02% | -20.20% |
Markit CDX Inv Grd Idx | 120 | 103 | -5.50% | -14.17% |
Markit CDX Mid Grd Idx | 247 | 193 | -4.46% | -21.86% |
Mid Grade to 10 yr T-Note Spread | 698 | 541 | -2.17% | -22.49% |
Labels:
Market data
Monday, August 6, 2012
Market Data: Week Ending August 3, 2012
Market Index | 12/30/ 2011 | 8/3/2012 | Week Change | Simple YTD % |
Dow Industrials Avg | 12,217.56 | 13,096.17 | 0.16% | 7.19% |
S&P 500 | 1,257.60 | 1,390.99 | 0.36% | 10.61% |
Fed Funds Rate | 0.04% | 0.15% | -0.01% | 275.00% |
10 yr T-note Yld | 1.88% | 1.56% | 0.02% | -17.02% |
5 yr T-note Yld | 0.83% | 0.66% | 0.02% | -20.48% |
5 yr TIPS - 'Real' Yld | -0.89% | -1.19% | 0.00% | -33.71% |
Implied 5 yr Inflation % | 1.72% | 1.85% | 0.02% | 7.56% |
2 yr T-note Yld | 0.24% | 0.24% | 0.00% | 0.00% |
2-10 Yr Slope | 1.64% | 1.32% | 0.02% | -19.51% |
90 day T-bill Yld | 0.01% | 0.08% | -0.02% | 700.00% |
Gold ($/oz) | $1,566.80 | $1,609.30 | -$13.40 | 2.71% |
WTI Oil ($/brl) | $98.83 | $91.40 | $1.27 | -7.52% |
VIX "Worry Index" | 23.4 | 15.64 | -1.06 | -33.16% |
Credit Spreads | 12/30/ 2011 | 8/3/2012 | Week Change | Simple YTD % |
Inv Grade Credit Idx | 4.63% | 3.45% | -0.03% | -25.49% |
Mid Grade Credit Idx | 8.86% | 7.09% | -0.20% | -19.98% |
Markit CDX Inv Grd Idx | 120 | 109 | -1.80% | -9.17% |
Markit CDX Mid Grd Idx | 247 | 202 | -4.27% | -18.22% |
Mid Grade to 10 yr T-Note Spread | 698 | 553 | -3.83% | -20.77% |
Labels:
Market data
Subscribe to:
Posts (Atom)