Monday, June 6, 2011

Market Data: Week Ending June 3, 2011


Market Index 12/31  Close 6/03    Close Week Change Simple YTD %
Dow Industrials Avg 11,577.50 12,151.30 -2.33% 4.96%
S&P 500 1,257.64 1,300.16 -2.32% 3.38%
Fed Funds Rate 0.10% 0.11% 0.01% 10.00%
10 yr T-note Yld 3.29% 2.99% -0.08% -9.12%
5 yr T-note Yld 2.01% 1.60% -0.12% -20.40%
5 yr TIPS - 'Real' Yld -0.06% -0.50% -0.11% -733.33%
Implied 5 yr Inflation % 2.07% 2.10% -0.01% 1.45%
2 yr T-note Yld 0.59% 0.42% -0.06% -28.81%
2-10 Yr Slope 2.70% 2.57% -0.02% -4.81%
90 day T-bill Yld 0.12% 0.03% -0.01% -75.00%
Gold ($/oz) $1,421.40 $1,542.40 $5.10 8.51%
WTI Oil ($/brl) $91.38 $100.22 -$0.37 9.67%
VIX "Worry Index" 17.75 17.95 1.97 1.13%





Credit Spreads 12/31  Close 6/03    Close Week Change Simple YTD %
Inv Grade Credit Idx 4.78% 4.40% 0.02% -7.95%
Low Grade Credit Idx 8.32% 7.31% 0.17% -12.14%
Markit CDX Inv Grd Idx 85 93 3.33% 9.41%
Markit CDX Mid Grd Idx 131 150 0.67% 14.50%