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% |
Monday, August 13, 2012
Market Data: Week Ending August 10, 2012
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Market data