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% |
Sunday, August 19, 2012
Market Data: Week Ending August 17, 2012
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Market data