Monday, July 25, 2011

Market Data: Week Ending July 22, 2011


Market Index 12/31  Close 7/22    Close Week Change Simple YTD %
Dow Industrials Avg 11,577.50 12,681.20 1.61% 9.53%
S&P 500 1,257.64 1,345.02 2.19% 6.95%
Fed Funds Rate 0.10% 0.10% 0.00% 0.00%
10 yr T-note Yld 3.29% 2.96% 0.05% -10.03%
5 yr T-note Yld 2.01% 1.50% 0.06% -25.37%
5 yr TIPS - 'Real' Yld -0.06% -0.63% 0.02% -950.00%
Implied 5 yr Inflation % 2.07% 2.13% 0.04% 2.90%
2 yr T-note Yld 0.59% 0.39% 0.04% -33.90%
2-10 Yr Slope 2.70% 2.57% 0.01% -4.81%
90 day T-bill Yld 0.12% 0.03% 0.02% -75.00%
Gold ($/oz) $1,421.40 $1,601.50 $11.40 12.67%
WTI Oil ($/brl) $91.38 $99.87 $2.63 9.29%
VIX "Worry Index" 17.75 17.52 -2.01 -1.30%





Credit Spreads 12/31  Close 7/22    Close Week Change Simple YTD %
Inv Grade Credit Idx 4.78% 4.46% 0.02% -6.69%
Low Grade Credit Idx 8.32% 7.36% -0.01% -11.54%
Markit CDX Inv Grd Idx 85 92 -5.15% 8.24%
Markit CDX Mid Grd Idx 131 156 0.65% 19.08%