Market Index | 12/30 /2011 | 1/13 /2012 | Week Change | Simple YTD % |
Dow Industrials Avg | 12,217.56 | 12,422.10 | 0.51% | 1.67% |
S&P 500 | 1,257.60 | 1,289.09 | 0.88% | 2.50% |
Fed Funds Rate | 0.04% | 0.07% | 0.00% | 75.00% |
10 yr T-note Yld | 1.88% | 1.86% | -0.10% | -1.06% |
5 yr T-note Yld | 0.83% | 0.79% | -0.06% | -4.82% |
5 yr TIPS - 'Real' Yld | -0.89% | -1.02% | -0.03% | -14.61% |
Implied 5 yr Inflation % | 1.72% | 1.81% | -0.03% | 5.23% |
2 yr T-note Yld | 0.24% | 0.22% | -0.04% | -8.33% |
2-10 Yr Slope | 1.64% | 1.64% | -0.06% | 0.00% |
90 day T-bill Yld | 0.01% | 0.02% | 0.01% | 100.00% |
Gold ($/oz) | $1,566.80 | $1,630.80 | $14.00 | 4.08% |
WTI Oil ($/brl) | $98.83 | $98.70 | -$2.86 | -0.13% |
VIX "Worry Index" | 23.4 | 20.91 | 0.28 | -10.64% |
Credit Spreads | 12/30 /2011 | 1/13 /2012 | Week Change | Simple YTD % |
Inv Grade Credit Idx | 4.63% | 4.51% | -0.12% | -2.59% |
Low Grade Credit Idx | 8.86% | 8.12% | -0.08% | -8.35% |
Markit CDX Inv Grd Idx | 120 | 115 | -4.17% | -4.17% |
Markit CDX Mid Grd Idx | 247 | 232 | -4.13% | -6.07% |
Low Grade to 10 yr T-Note Spread | 698 | 626 | 0.32% | -10.32% |
Monday, January 16, 2012
Market Data: Week Ending January 13, 2012
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Market data