Monday, August 15, 2011

Market Data: Week Ending August 12, 2011


Market Index 12/31  Close 8/12    Close Week Change Simple YTD %
Dow Industrials Avg 11,577.50 11,269.00 -1.53% -2.66%
S&P 500 1,257.64 1,178.81 -1.72% -6.27%
Fed Funds Rate 0.10% 0.03% -0.07% -70.00%
10 yr T-note Yld 3.29% 2.25% -0.31% -31.61%
5 yr T-note Yld 2.01% 0.96% -0.29% -52.24%
5 yr TIPS - 'Real' Yld -0.06% -0.94% -0.26% -1466.67%
Implied 5 yr Inflation % 2.07% 1.90% -0.03% -8.21%
2 yr T-note Yld 0.59% 0.19% -0.10% -67.80%
2-10 Yr Slope 2.70% 2.06% -0.21% -23.70%
90 day T-bill Yld 0.12% 0.01% 0.00% -91.67%
Gold ($/oz) $1,421.40 $1,742.60 $90.80 22.60%
WTI Oil ($/brl) $91.38 $85.38 -$1.50 -6.57%
VIX "Worry Index" 17.75 36.36 4.36 104.85%





Credit Spreads 12/31  Close 8/12    Close Week Change Simple YTD %
Inv Grade Credit Idx 4.78% 4.59% 0.25% -3.97%
Low Grade Credit Idx 8.32% 8.27% 0.60% -0.60%
Markit CDX Inv Grd Idx 85 117 12.50% 37.65%
Markit CDX Mid Grd Idx 131 203 20.12% 54.96%