Monday, August 22, 2011

Market Data: Week Ending August 19, 2011


Market Index 12/31  Close 8/19    Close Week Change Simple YTD %
Dow Industrials Avg 11,577.50 10,817.70 -4.00% -6.56%
S&P 500 1,257.64 1,123.53 -4.69% -10.66%
Fed Funds Rate 0.10% 0.03% 0.00% -70.00%
10 yr T-note Yld 3.29% 2.06% -0.19% -37.39%
5 yr T-note Yld 2.01% 0.90% -0.06% -55.22%
5 yr TIPS - 'Real' Yld -0.06% -0.88% 0.06% -1366.67%
Implied 5 yr Inflation % 2.07% 1.78% -0.12% -14.01%
2 yr T-note Yld 0.59% 0.19% 0.00% -67.80%
2-10 Yr Slope 2.70% 1.87% -0.19% -30.74%
90 day T-bill Yld 0.12% 0.00% -0.01% -100.00%
Gold ($/oz) $1,421.40 $1,852.20 $109.60 30.31%
WTI Oil ($/brl) $91.38 $82.26 -$3.12 -9.98%
VIX "Worry Index" 17.75 43.05 6.69 142.54%
Low Grade to 10 yr T-Note Spread 503 614 614 22.07%
Credit Spreads 12/31  Close 8/19    Close Week Change Simple YTD %
Inv Grade Credit Idx 4.78% 4.52% -0.07% -5.44%
Low Grade Credit Idx 8.32% 8.20% -0.07% -1.44%
Markit CDX Inv Grd Idx 85 117 0.00% 37.65%
Markit CDX Mid Grd Idx 131 202 -0.49% 54.20%