Market Index | 12/30/2011 | 8/31/2012 | Week Change | Simple YTD % |
Dow Industrials Avg | 12,217.56 | 13,090.84 | -0.51% | 7.15% |
S&P 500 | 1,257.60 | 1,406.58 | -0.32% | 11.85% |
Fed Funds Rate | 0.04% | 0.15% | 0.00% | 275.00% |
10 yr T-note Yld | 1.88% | 1.55% | -0.13% | -17.55% |
5 yr T-note Yld | 0.83% | 0.59% | -0.11% | -28.92% |
5 yr TIPS - 'Real' Yld | -0.89% | -1.42% | -0.13% | -59.55% |
Implied 5 yr Inflation % | 1.72% | 2.01% | 0.02% | 16.86% |
2 yr T-note Yld | 0.24% | 0.22% | -0.05% | -8.33% |
2-10 Yr Slope | 1.64% | 1.33% | -0.08% | -18.90% |
90 day T-bill Yld | 0.01% | 0.07% | -0.03% | 600.00% |
Gold ($/oz) | $1,566.80 | $1,687.60 | $14.70 | 7.71% |
WTI Oil ($/brl) | $98.83 | $96.47 | $0.32 | -2.39% |
VIX "Worry Index" | 23.4 | 17.47 | 2.29 | -25.34% |
Credit Spreads | 12/30/2011 | 8/31/2012 | Week Change | Simple YTD % |
Inv Grade Credit Idx | 4.63% | 3.43% | -0.06% | -25.92% |
Mid Grade Credit Idx | 8.86% | 7.06% | -0.08% | -20.32% |
Markit CDX Inv Grd Idx | 120 | 103 | 0.98% | -14.17% |
Markit CDX Mid Grd Idx | 247 | 189 | 0.00% | -23.48% |
Mid Grade to 10 yr T-Note Spread | 698 | 551 | 0.92% | -21.06% |
Sunday, September 2, 2012
Market Data & Graphs: Week Ending August 31, 2012
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