Monday, June 27, 2011

Market Data: Week Ending June 24, 2011


Market Index 12/31  Close 6/24    Close Week Change Simple YTD %
Dow Industrials Avg 11,577.50 11,934.60 -0.58% 3.08%
S&P 500 1,257.64 1,268.45 -0.24% 0.86%
Fed Funds Rate 0.10% 0.10% -0.01% 0.00%
10 yr T-note Yld 3.29% 2.86% -0.08% -13.07%
5 yr T-note Yld 2.01% 1.37% -0.16% -31.84%
5 yr TIPS - 'Real' Yld -0.06% -0.48% -0.02% -700.00%
Implied 5 yr Inflation % 2.07% 1.85% -0.14% -10.63%
2 yr T-note Yld 0.59% 0.33% -0.04% -44.07%
2-10 Yr Slope 2.70% 2.53% -0.04% -6.30%
90 day T-bill Yld 0.12% 0.01% -0.02% -91.67%
Gold ($/oz) $1,421.40 $1,500.90 -$38.20 5.59%
WTI Oil ($/brl) $91.38 $91.16 -$1.85 -0.24%
VIX "Worry Index" 17.75 21.1 -0.75 18.87%





Credit Spreads 12/31  Close 6/24    Close Week Change Simple YTD %
Inv Grade Credit Idx 4.78% 4.40% -0.04% -7.95%
Low Grade Credit Idx 8.32% 7.57% -0.05% -9.01%
Markit CDX Inv Grd Idx 85 99 -1.98% 16.47%
Markit CDX Mid Grd Idx 131 160 -1.23% 22.14%