Market Index | 12/30/ 2011 | 9/7/ 2012 | Week Change | Simple YTD % |
Dow Industrials Avg | 12,217.56 | 13,306.64 | 1.62% | 8.91% |
S&P 500 | 1,257.60 | 1,437.92 | 2.18% | 14.34% |
Fed Funds Rate | 0.04% | 0.17% | 0.02% | 325.00% |
10 yr T-note Yld | 1.88% | 1.67% | 0.12% | -11.17% |
5 yr T-note Yld | 0.83% | 0.64% | 0.05% | -22.89% |
5 yr TIPS - 'Real' Yld | -0.89% | -1.43% | -0.01% | -60.67% |
Implied 5 yr Inflation % | 1.72% | 2.07% | 0.06% | 20.35% |
2 yr T-note Yld | 0.24% | 0.25% | 0.03% | 4.17% |
2-10 Yr Slope | 1.64% | 1.42% | 0.09% | -13.41% |
90 day T-bill Yld | 0.01% | 0.10% | 0.03% | 900.00% |
Gold ($/oz) | $1,566.80 | $1,740.50 | $52.90 | 11.09% |
WTI Oil ($/brl) | $98.83 | $96.42 | -$0.05 | -2.44% |
VIX "Worry Index" | 23.4 | 14.38 | -3.09 | -38.55% |
Credit Spreads | 12/30/ 2011 | 9/7/ 2012 | Week Change | Simple YTD % |
Inv Grade Credit Idx | 4.63% | 3.38% | -0.05% | -27.00% |
Mid Grade Credit Idx | 8.86% | 6.86% | -0.20% | -22.57% |
Markit CDX Inv Grd Idx | 120 | 95 | -7.77% | -20.83% |
Markit CDX Mid Grd Idx | 247 | 181 | -4.23% | -26.72% |
Mid Grade to 10 yr T-Note Spread | 698 | 519 | -5.81% | -25.64% |
Sunday, September 9, 2012
Market Data: Week Ending September 7, 2012
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Market data