Monday, June 13, 2011

Market Data: Week Ending June 10,2011


Market Index 12/31  Close 6/10    Close Week Change Simple YTD %
Dow Industrials Avg 11,577.50 11,951.90 -1.64% 3.23%
S&P 500 1,257.64 1,270.98 -2.24% 1.06%
Fed Funds Rate 0.10% 0.10% -0.01% 0.00%
10 yr T-note Yld 3.29% 2.97% -0.02% -9.73%
5 yr T-note Yld 2.01% 1.56% -0.04% -22.39%
5 yr TIPS - 'Real' Yld -0.06% -0.49% 0.01% -716.67%
Implied 5 yr Inflation % 2.07% 2.05% -0.05% -0.97%
2 yr T-note Yld 0.59% 0.40% -0.02% -32.20%
2-10 Yr Slope 2.70% 2.57% 0.00% -4.81%
90 day T-bill Yld 0.12% 0.04% 0.01% -66.67%
Gold ($/oz) $1,421.40 $1,529.20 -$13.20 7.58%
WTI Oil ($/brl) $91.38 $99.20 -$1.02 8.56%
VIX "Worry Index" 17.75 18.86 0.91 6.25%





Credit Spreads 12/31  Close 6/10    Close Week Change Simple YTD %
Inv Grade Credit Idx 4.78% 4.41% 0.01% -7.74%
Low Grade Credit Idx 8.32% 7.45% 0.14% -10.46%
Markit CDX Inv Grd Idx 85 98 5.38% 15.29%
Markit CDX Mid Grd Idx 131 159 6.00% 21.37%