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% |
Monday, August 6, 2012
Market Data: Week Ending August 3, 2012
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Market data