Sunday, July 17, 2011

Market Data: Week Ending July 15, 2011


Market Index 12/31  Close 7/15    Close Week Change Simple YTD %
Dow Industrials Avg 11,577.50 12,479.70 -1.40% 7.79%
S&P 500 1,257.64 1,316.14 -2.06% 4.65%
Fed Funds Rate 0.10% 0.10% 0.00% 0.00%
10 yr T-note Yld 3.29% 2.91% -0.22% -11.55%
5 yr T-note Yld 2.01% 1.44% -0.29% -28.36%
5 yr TIPS - 'Real' Yld -0.06% -0.65% -0.04% -983.33%
Implied 5 yr Inflation % 2.07% 2.09% -0.25% 0.97%
2 yr T-note Yld 0.59% 0.35% -0.11% -40.68%
2-10 Yr Slope 2.70% 2.56% -0.11% -5.19%
90 day T-bill Yld 0.12% 0.01% -0.01% -91.67%
Gold ($/oz) $1,421.40 $1,590.10 $48.50 11.87%
WTI Oil ($/brl) $91.38 $97.24 $1.04 6.41%
VIX "Worry Index" 17.75 19.53 3.66 10.03%





Credit Spreads 12/31  Close 7/15    Close Week Change Simple YTD %
Inv Grade Credit Idx 4.78% 4.44% -0.02% -7.11%
Low Grade Credit Idx 8.32% 7.37% 0.06% -11.42%
Markit CDX Inv Grd Idx 85 97 6.59% 14.12%
Markit CDX Mid Grd Idx 131 155 2.65% 18.32%