Showing posts with label graph. Show all posts
Showing posts with label graph. Show all posts

Monday, February 28, 2011

Market Data & Graphs: Week Ending February 25, 2011


Market Index 12/31  Close 2/25    Close Week Change Simple YTD %
Dow Industrials Avg 11,577.50 12,130.50 -2.10% 4.78%
S&P 500 1,257.64 1,319.88 -1.72% 4.95%
Fed Funds Rate 0.10% 0.15% 0.05% 50.00%
10 yr T-note Yld 3.29% 3.41% -0.17% 3.65%
5 yr T-note Yld 2.01% 2.16% -0.11% 7.46%
5 yr TIPS - 'Real' Yld -0.06% -0.44% -0.27% 633.33%
Implied 5 yr Inflation % 2.07% 2.60% 0.16% 25.60%
2 yr T-note Yld 0.59% 0.71% -0.04% 20.34%
2-10 Yr Slope 2.70% 2.70% -0.13% 0.00%
90 day T-bill Yld 0.12% 0.12% 0.03% 0.00%
Gold ($/oz) $1,421.40 $1,409.30 $20.70 -0.85%
WTI Oil ($/brl) $91.38 $97.88 $11.68 7.11%
VIX "Worry Index" 17.75 19.22 2.79 8.28%





Credit Spreads 12/31  Close 2/25    Close Week Change Simple YTD %
Inv Grade Credit Idx 4.78% 4.66% -0.08% -2.51%
Low Grade Credit Idx 8.32% 7.83% 0.04% -5.89%
Markit CDX Inv Grd Idx 85 85 7.59% 0.00%
Markit CDX Mid Grd Idx 131 121 7.08% -7.63%



Monday, January 31, 2011

Market Data & Graphs: Week Ending January 28, 2011


Market Index 12/31  Close 1/28    Close Week Change Simple YTD %
Dow Industrials Avg 11,577.50 11,823.70 -0.41% 2.13%
S&P 500 1,257.64 1,276.34 -0.55% 1.47%
Fed Funds Rate 0.10% 0.18% 0.00% 44.44%
10 yr T-note Yld 3.29% 3.32% -0.08% 0.90%
5 yr T-note Yld 2.01% 1.91% -0.10% -5.24%
5 yr TIPS - 'Real' Yld -0.06% -0.33% -0.13% 81.82%
Implied 5 yr Inflation % 2.07% 2.24% 0.03% 7.59%
2 yr T-note Yld 0.59% 0.54% -0.07% -9.26%
2-10 Yr Slope 2.70% 2.78% -0.01% 2.88%
90 day T-bill Yld 0.12% 0.14% -0.01% 14.29%
Gold ($/oz) $1,421.40 $1,341.70 $0.70 -5.94%
WTI Oil ($/brl) $91.38 $89.34 $0.23 -2.28%
VIX "Worry Index" 17.75 20.04 1.57 11.43%





Credit Spreads 12/31  Close 1/28    Close Week Change Simple YTD %
Inv Grade Credit Idx 4.78% 4.66% -0.06% -2.58%
Low Grade Credit Idx 8.32% 7.93% -0.05% -4.92%
Markit CDX Inv Grd Idx 85 83 -2.35% -2.41%
Markit CDX Mid Grd Idx 131 124 -2.36% -5.65%







Monday, January 3, 2011

Market Data & Graphs: Week Ending December 31, 2010


Market Index 2009   Close 12/31  Close Week Change Simple YTD %
Dow Industrials Avg 10428.05 11,577.50 0.03% 11.02%
S&P 500 1115.1 1,257.64 0.07% 11.33%
Fed Funds Rate 0.25% 0.10% -0.11% -150.00%
10 yr T-note Yld 3.85% 3.29% -0.10% -17.02%
5 yr T-note Yld
2.01% -0.05%
5 yr TIPS - 'Real' Yld
-0.06% -0.05%
Implied 5 yr Inflation %
2.07% 0.00%
2 yr T-note Yld 1.14% 0.59% -0.06% -0.55%
2-10 Yr Slope 2.70% 2.70% -0.04% 0.00%
90 day T-bill Yld
0.12% -0.01%
Gold ($/oz) $1,096.95 $1,421.40 2.88% 29.58%
WTI Oil ($/brl) $79.36 $91.38 -0.14% 15.15%
VIX "Worry Index" 21.68 17.75 7.77% -18.13%





Credit Spreads
12/31  Close Week Change
Inv Grade Credit Idx
4.78% -0.05%
Low Grade Credit Idx
8.32% -0.04%
Markit CDX Inv Grd Idx
85 -1.16%
Markit CDX Mid Grd Idx
131 -0.76%