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
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Market data