Market Index | 12/31 Close | 12/30 Close | Week Change | Simple YTD % |
Dow Industrials Avg | 11,577.50 | 12,217.56 | -0.62% | 5.53% |
S&P 500 | 1,257.64 | 1,257.60 | -0.61% | 0.00% |
Fed Funds Rate | 0.10% | 0.04% | -0.03% | -60.00% |
10 yr T-note Yld | 3.29% | 1.88% | -0.14% | -42.86% |
5 yr T-note Yld | 2.01% | 0.83% | -0.15% | -58.71% |
5 yr TIPS - 'Real' Yld | -0.06% | -0.89% | -0.06% | -1383.33% |
Implied 5 yr Inflation % | 2.07% | 1.72% | -0.09% | -16.91% |
2 yr T-note Yld | 0.59% | 0.24% | -0.04% | -59.32% |
2-10 Yr Slope | 2.70% | 1.64% | -0.10% | -39.26% |
90 day T-bill Yld | 0.12% | 0.01% | 0.00% | -91.67% |
Gold ($/oz) | $1,421.40 | $1,566.80 | -$39.20 | 10.23% |
WTI Oil ($/brl) | $91.38 | $98.83 | -$0.85 | 8.15% |
VIX "Worry Index" | 17.75 | 23.4 | 2.67 | 31.83% |
Credit Spreads | 12/31 Close | 12/30 Close | Week Change | Simple YTD % |
Inv Grade Credit Idx | 4.78% | 4.63% | -0.16% | -3.14% |
Low Grade Credit Idx | 8.32% | 8.86% | -0.06% | 6.49% |
Markit CDX Inv Grd Idx | 85 | 120 | -1.64% | 41.18% |
Markit CDX Mid Grd Idx | 131 | 247 | 0.82% | 88.55% |
Low Grade to 10 yr T-Note Spread | 503 | 698 | 1.16% | 38.77% |
Monday, January 2, 2012
Market Data & Graphs: Week Ending December 30, 2011
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Market data