Market Index | 12/30 /2011 | 2/3/2012 | Week Change | Simple YTD % |
Dow Industrials Avg | 12,217.56 | 12,862.20 | 1.59% | 5.28% |
S&P 500 | 1,257.60 | 1,344.90 | 2.17% | 6.94% |
Fed Funds Rate | 0.04% | 0.11% | 0.03% | 175.00% |
10 yr T-note Yld | 1.88% | 1.92% | 0.03% | 2.13% |
5 yr T-note Yld | 0.83% | 0.77% | 0.02% | -7.23% |
5 yr TIPS - 'Real' Yld | -0.89% | -1.28% | 0.02% | -43.82% |
Implied 5 yr Inflation % | 1.72% | 2.05% | 0.00% | 19.19% |
2 yr T-note Yld | 0.24% | 0.23% | 0.02% | -4.17% |
2-10 Yr Slope | 1.64% | 1.69% | 0.01% | 3.05% |
90 day T-bill Yld | 0.01% | 0.07% | 0.02% | 600.00% |
Gold ($/oz) | $1,566.80 | $1,740.30 | $4.90 | 11.07% |
WTI Oil ($/brl) | $98.83 | $97.84 | -$1.72 | -1.00% |
VIX "Worry Index" | 23.4 | 17.1 | -1.43 | -26.92% |
Credit Spreads | 12/30 /2011 | 2/3/2012 | Week Change | Simple YTD % |
Inv Grade Credit Idx | 4.63% | 4.30% | -0.04% | -7.13% |
Low Grade Credit Idx | 8.86% | 7.45% | -0.49% | -15.91% |
Markit CDX Inv Grd Idx | 120 | 99 | -1.98% | -17.50% |
Markit CDX Mid Grd Idx | 247 | 204 | -8.52% | -17.41% |
Low Grade to 10 yr T-Note Spread | 698 | 553 | -8.60% | -20.77% |
Monday, February 6, 2012
Market Data: Week Ending February 3, 2012
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Market data