Monday, August 29, 2011

Market Data: Week Ending August 26, 2011


Market Index 12/31  Close 8/26    Close Week Change Simple YTD %
Dow Industrials Avg 11,577.50 11,284.50 4.32% -2.53%
S&P 500 1,257.64 1,176.80 4.74% -6.43%
Fed Funds Rate 0.10% 0.12% 0.09% 20.00%
10 yr T-note Yld 3.29% 2.19% 0.13% -33.43%
5 yr T-note Yld 2.01% 0.94% 0.04% -53.23%
5 yr TIPS - 'Real' Yld -0.06% -0.81% 0.07% -1250.00%
Implied 5 yr Inflation % 2.07% 1.75% -0.03% -15.46%
2 yr T-note Yld 0.59% 0.19% 0.00% -67.80%
2-10 Yr Slope 2.70% 2.00% 0.13% -25.93%
90 day T-bill Yld 0.12% -0.01% -0.01% -108.33%
Gold ($/oz) $1,421.40 $1,797.30 -$54.90 26.45%
WTI Oil ($/brl) $91.38 $85.37 $3.11 -6.58%
VIX "Worry Index" 17.75 35.59 -7.46 100.51%





Credit Spreads 12/31  Close 8/26    Close Week Change Simple YTD %
Inv Grade Credit Idx 4.78% 4.68% 0.16% -2.09%
Low Grade Credit Idx 8.32% 8.07% -0.13% -3.00%
Markit CDX Inv Grd Idx 85 126 7.69% 48.24%
Markit CDX Mid Grd Idx 131 207 2.48% 58.02%
Low Grade to 10 yr T-Note Spread 503 588 -26 16.90%