Monday, August 1, 2011

Market Data: Week Ending July 29, 2011


Market Index 12/31  Close 7/29    Close Week Change Simple YTD %
Dow Industrials Avg 11,577.50 12,143.20 -4.24% 4.89%
S&P 500 1,257.64 1,292.28 -3.92% 2.75%
Fed Funds Rate 0.10% 0.11% 0.01% 10.00%
10 yr T-note Yld 3.29% 2.80% -0.16% -14.89%
5 yr T-note Yld 2.01% 1.36% -0.14% -32.34%
5 yr TIPS - 'Real' Yld -0.06% -0.84% -0.21% -1300.00%
Implied 5 yr Inflation % 2.07% 2.20% 0.07% 6.28%
2 yr T-note Yld 0.59% 0.36% -0.03% -38.98%
2-10 Yr Slope 2.70% 2.44% -0.13% -9.63%
90 day T-bill Yld 0.12% 0.09% 0.06% -25.00%
Gold ($/oz) $1,421.40 $1,631.20 $29.70 14.76%
WTI Oil ($/brl) $91.38 $95.70 -$4.17 4.73%
VIX "Worry Index" 17.75 25.25 7.73 42.25%





Credit Spreads 12/31  Close 7/29    Close Week Change Simple YTD %
Inv Grade Credit Idx 4.78% 4.40% -0.06% -7.95%
Low Grade Credit Idx 8.32% 7.40% 0.04% -11.06%
Markit CDX Inv Grd Idx 85 96 4.35% 12.94%
Markit CDX Mid Grd Idx 131 156 0.00% 19.08%