Market Index | 12/30/ 2011 | 7/6/2012 | Week Change | Simple YTD % |
Dow Industrials Avg | 12,217.56 | 12,772.47 | -0.84% | 4.54% |
S&P 500 | 1,257.60 | 1,354.68 | -0.55% | 7.72% |
Fed Funds Rate | 0.04% | 0.18% | 0.08% | 350.00% |
10 yr T-note Yld | 1.88% | 1.55% | -0.09% | -17.55% |
5 yr T-note Yld | 0.83% | 0.64% | -0.08% | -22.89% |
5 yr TIPS - 'Real' Yld | -0.89% | -1.15% | -0.11% | -29.21% |
Implied 5 yr Inflation % | 1.72% | 1.79% | 0.03% | 4.07% |
2 yr T-note Yld | 0.24% | 0.27% | -0.03% | 12.50% |
2-10 Yr Slope | 1.64% | 1.28% | -0.06% | -21.95% |
90 day T-bill Yld | 0.01% | 0.07% | -0.01% | 600.00% |
Gold ($/oz) | $1,566.80 | $1,578.90 | -$25.30 | 0.77% |
WTI Oil ($/brl) | $98.83 | $84.45 | -$0.51 | -14.55% |
VIX "Worry Index" | 23.4 | 17.1 | 0.02 | -26.92% |
Credit Spreads | 12/30/ 2011 | 7/6/2012 | Week Change | Simple YTD % |
Inv Grade Credit Idx | 4.63% | 3.63% | -0.13% | -21.60% |
Mid Grade Credit Idx | 8.86% | 7.34% | -0.20% | -17.16% |
Markit CDX Inv Grd Idx | 120 | 109 | -7.63% | -9.17% |
Markit CDX Mid Grd Idx | 247 | 209 | -5.86% | -15.38% |
Mid Grade to 10 yr T-Note Spread | 698 | 579 | -1.86% | -17.05% |
Monday, July 9, 2012
Market Data: Week Ending July 6, 2012
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Market data