Monday, July 11, 2011

Market Data: Week Ending July 8, 2011


Market Index 12/31  Close 7/08    Close Week Change Simple YTD %
Dow Industrials Avg 11,577.50 12,657.20 0.59% 9.33%
S&P 500 1,257.64 1,343.80 0.31% 6.85%
Fed Funds Rate 0.10% 0.10% 0.00% 0.00%
10 yr T-note Yld 3.29% 3.13% -0.05% -4.86%
5 yr T-note Yld 2.01% 1.73% -0.05% -13.93%
5 yr TIPS - 'Real' Yld -0.06% -0.61% -0.24% -916.67%
Implied 5 yr Inflation % 2.07% 2.34% 0.19% 13.04%
2 yr T-note Yld 0.59% 0.46% -0.01% -22.03%
2-10 Yr Slope 2.70% 2.67% -0.04% -1.11%
90 day T-bill Yld 0.12% 0.02% 0.00% -83.33%
Gold ($/oz) $1,421.40 $1,541.60 $59.00 8.46%
WTI Oil ($/brl) $91.38 $96.20 $1.26 5.27%
VIX "Worry Index" 17.75 15.87 0 -10.59%





Credit Spreads 12/31  Close 7/08    Close Week Change Simple YTD %
Inv Grade Credit Idx 4.78% 4.46% -0.11% -6.69%
Low Grade Credit Idx 8.32% 7.31% -0.07% -12.14%
Markit CDX Inv Grd Idx 85 91 -1.09% 7.06%
Markit CDX Mid Grd Idx 131 151 -3.82% 15.27%