Monday, June 20, 2011

Market Data: Week Ending June 17, 2011


Market Index 12/31  Close 6/17    Close Week Change Simple YTD %
Dow Industrials Avg 11,577.50 12,004.40 0.44% 3.69%
S&P 500 1,257.64 1,271.50 0.04% 1.10%
Fed Funds Rate 0.10% 0.11% 0.01% 10.00%
10 yr T-note Yld 3.29% 2.94% -0.03% -10.64%
5 yr T-note Yld 2.01% 1.53% -0.03% -23.88%
5 yr TIPS - 'Real' Yld -0.06% -0.46% 0.03% -666.67%
Implied 5 yr Inflation % 2.07% 1.99% -0.06% -3.86%
2 yr T-note Yld 0.59% 0.37% -0.03% -37.29%
2-10 Yr Slope 2.70% 2.57% 0.00% -4.81%
90 day T-bill Yld 0.12% 0.03% -0.01% -75.00%
Gold ($/oz) $1,421.40 $1,539.10 $9.90 8.28%
WTI Oil ($/brl) $91.38 $93.01 -$6.19 1.78%
VIX "Worry Index" 17.75 21.85 2.99 23.10%





Credit Spreads 12/31  Close 6/17    Close Week Change Simple YTD %
Inv Grade Credit Idx 4.78% 4.44% 0.03% -7.11%
Low Grade Credit Idx 8.32% 7.62% 0.17% -8.41%
Markit CDX Inv Grd Idx 85 101 3.06% 18.82%
Markit CDX Mid Grd Idx 131 162 1.89% 23.66%