Market Index | 12/30/ 2011 | 9/14/ 2012 | Week Change | Simple YTD % |
Dow Industrials Avg | 12,217.56 | 13,593.37 | 2.11% | 11.26% |
S&P 500 | 1,257.60 | 1,465.77 | 1.90% | 16.55% |
Fed Funds Rate | 0.04% | 0.17% | 0.00% | 325.00% |
10 yr T-note Yld | 1.88% | 1.87% | 0.20% | -0.53% |
5 yr T-note Yld | 0.83% | 0.71% | 0.07% | -14.46% |
5 yr TIPS - 'Real' Yld | -0.89% | -1.71% | -0.28% | -92.13% |
Implied 5 yr Inflation % | 1.72% | 2.42% | 0.35% | 40.70% |
2 yr T-note Yld | 0.24% | 0.25% | 0.00% | 4.17% |
2-10 Yr Slope | 1.64% | 1.62% | 0.20% | -1.22% |
90 day T-bill Yld | 0.01% | 0.10% | 0.00% | 900.00% |
Gold ($/oz) | $1,566.80 | $1,772.70 | $32.20 | 13.14% |
WTI Oil ($/brl) | $98.83 | $99.00 | $2.58 | 0.17% |
VIX "Worry Index" | 23.4 | 14.51 | 0.13 | -37.99% |
Credit Spreads | 12/30/ 2011 | 9/14/ 2012 | Week Change | Simple YTD % |
Inv Grade Credit Idx | 4.63% | 3.39% | 0.01% | -26.78% |
High Yield Credit Idx | 8.86% | 6.51% | -0.35% | -26.52% |
Markit CDX Inv Grd Idx | 120 | 86 | -9.47% | -28.33% |
Markit CDX Mid Grd Idx | 247 | 160 | -11.60% | -35.22% |
High Yield to 10 yr T-Note Spread | 698 | 464 | -10.60% | -33.52% |
Monday, September 17, 2012
Market Data: Week Ending September 14, 2012
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Market data