Monday, July 4, 2011

Market Data & Graphs: Week Ending July 1, 2011


Market Index 12/31  Close 7/01    Close Week Change Simple YTD %
Dow Industrials Avg 11,577.50 12,582.80 5.43% 8.68%
S&P 500 1,257.64 1,339.67 5.61% 6.52%
Fed Funds Rate 0.10% 0.10% 0.00% 0.00%
10 yr T-note Yld 3.29% 3.18% 0.32% -3.34%
5 yr T-note Yld 2.01% 1.78% 0.41% -11.44%
5 yr TIPS - 'Real' Yld -0.06% -0.37% 0.11% -516.67%
Implied 5 yr Inflation % 2.07% 2.15% 0.30% 3.86%
2 yr T-note Yld 0.59% 0.47% 0.14% -20.34%
2-10 Yr Slope 2.70% 2.71% 0.18% 0.37%
90 day T-bill Yld 0.12% 0.02% 0.01% -83.33%
Gold ($/oz) $1,421.40 $1,482.60 -$18.30 4.31%
WTI Oil ($/brl) $91.38 $94.94 $3.78 3.90%
VIX "Worry Index" 17.75 15.87 -5.23 -10.59%





Credit Spreads 12/31  Close 7/01    Close Week Change Simple YTD %
Inv Grade Credit Idx 4.78% 4.57% 0.17% -4.39%
Low Grade Credit Idx 8.32% 7.38% -0.19% -11.30%
Markit CDX Inv Grd Idx 85 92 -7.07% 8.24%
Markit CDX Mid Grd Idx 131 157 -1.88% 19.85%