Monday, August 8, 2011

Market Data: Week Ending August 5, 2011


Market Index 12/31  Close 8/05    Close Week Change Simple YTD %
Dow Industrials Avg 11,577.50 11,444.60 -5.75% -1.15%
S&P 500 1,257.64 1,199.38 -7.19% -4.63%
Fed Funds Rate 0.10% 0.10% -0.01% 0.00%
10 yr T-note Yld 3.29% 2.56% -0.24% -22.19%
5 yr T-note Yld 2.01% 1.25% -0.11% -37.81%
5 yr TIPS - 'Real' Yld -0.06% -0.68% 0.16% -1033.33%
Implied 5 yr Inflation % 2.07% 1.93% -0.27% -6.76%
2 yr T-note Yld 0.59% 0.29% -0.07% -50.85%
2-10 Yr Slope 2.70% 2.27% -0.17% -15.93%
90 day T-bill Yld 0.12% 0.01% -0.08% -91.67%
Gold ($/oz) $1,421.40 $1,651.80 $20.60 16.21%
WTI Oil ($/brl) $91.38 $86.88 -$8.82 -4.92%
VIX "Worry Index" 17.75 32 6.75 80.28%





Credit Spreads 12/31  Close 8/05    Close Week Change Simple YTD %
Inv Grade Credit Idx 4.78% 4.34% -0.06% -9.21%
Low Grade Credit Idx 8.32% 7.67% 0.27% -7.81%
Markit CDX Inv Grd Idx 85 104 8.33% 22.35%
Markit CDX Mid Grd Idx 131 169 8.33% 29.01%