Saturday, December 24, 2011

Market Data: Week Ending December 23, 2011


Market Index 12/31  Close 12/23  Close Week Change Simple YTD %
Dow Industrials Avg 11,577.50 12,294.00 0.90% 6.19%
S&P 500 1,257.64 1,265.33 0.81% 0.61%
Fed Funds Rate 0.10% 0.07% 0.00% -30.00%
10 yr T-note Yld 3.29% 2.02% -0.04% -38.60%
5 yr T-note Yld 2.01% 0.98% 0.09% -51.24%
5 yr TIPS - 'Real' Yld -0.06% -0.83% 0.05% -1283.33%
Implied 5 yr Inflation % 2.07% 1.81% 0.04% -12.56%
2 yr T-note Yld 0.59% 0.28% 0.06% -52.54%
2-10 Yr Slope 2.70% 1.74% -0.10% -35.56%
90 day T-bill Yld 0.12% 0.01% 0.01% -91.67%
Gold ($/oz) $1,421.40 $1,606.00 -$110.80 12.99%
WTI Oil ($/brl) $91.38 $99.68 $0.27 9.08%
VIX "Worry Index" 17.75 20.73 -5.65 16.79%





Credit Spreads 12/31  Close 12/23  Close Week Change Simple YTD %
Inv Grade Credit Idx 4.78% 4.79% -0.03% 0.21%
Low Grade Credit Idx 8.32% 8.92% -0.04% 7.21%
Markit CDX Inv Grd Idx 85 122 -3.17% 43.53%
Markit CDX Mid Grd Idx 131 245 2.51% 87.02%
Low Grade to 10 yr T-Note Spread 503 690 0.00% 37.18%

Sunday, December 18, 2011

Market Data: Week Ending December 16, 2011


Market Index 12/31  Close 12/16  Close Week Change Simple YTD %
Dow Industrials Avg 11,577.50 11,866.39 -2.61% 2.50%
S&P 500 1,257.64 1,219.66 -2.83% -3.02%
Fed Funds Rate 0.10% 0.07% 0.00% -30.00%
10 yr T-note Yld 3.29% 1.85% -0.21% -43.77%
5 yr T-note Yld 2.01% 0.80% -0.09% -60.20%
5 yr TIPS - 'Real' Yld -0.06% -0.89% -0.01% -1383.33%
Implied 5 yr Inflation % 2.07% 1.69% -0.08% -18.36%
2 yr T-note Yld 0.59% 0.22% 0.00% -62.71%
2-10 Yr Slope 2.70% 1.63% -0.21% -39.63%
90 day T-bill Yld 0.12% 0.01% 0.01% -91.67%
Gold ($/oz) $1,421.40 $1,597.90 -$118.90 12.42%
WTI Oil ($/brl) $91.38 $93.53 -$5.88 2.35%
VIX "Worry Index" 17.75 24.29 -2.09 36.85%





Credit Spreads 12/31  Close 12/16  Close Week Change Simple YTD %
Inv Grade Credit Idx 4.78% 4.73% -0.09% -1.05%
Low Grade Credit Idx 8.32% 9.01% 0.05% 8.29%
Markit CDX Inv Grd Idx 85 130 3.17% 52.94%
Markit CDX Mid Grd Idx 131 247 3.35% 88.55%
Low Grade to 10 yr T-Note Spread 503 716 3.77% 42.35%

Sunday, December 11, 2011

Market Data: Week Ending December 9, 2011


Market Index 12/31  Close 12/9    Close Week Change Simple YTD %
Dow Industrials Avg 11,577.50 12,184.26 1.37% 5.24%
S&P 500 1,257.64 1,255.19 0.94% -0.19%
Fed Funds Rate 0.10% 0.07% 0.00% -30.00%
10 yr T-note Yld 3.29% 2.06% 0.03% -37.39%
5 yr T-note Yld 2.01% 0.89% -0.02% -55.72%
5 yr TIPS - 'Real' Yld -0.06% -0.88% 0.09% -1366.67%
Implied 5 yr Inflation % 2.07% 1.77% -0.11% -14.49%
2 yr T-note Yld 0.59% 0.22% -0.03% -62.71%
2-10 Yr Slope 2.70% 1.84% 0.06% -31.85%
90 day T-bill Yld 0.12% 0.00% 0.01% -100.00%
Gold ($/oz) $1,421.40 $1,716.80 $28.30 20.78%
WTI Oil ($/brl) $91.38 $99.41 $2.64 8.79%
VIX "Worry Index" 17.75 26.38 -1.14 48.62%





Credit Spreads 12/31  Close 12/9    Close Week Change Simple YTD %
Inv Grade Credit Idx 4.78% 4.82% -0.03% 0.84%
Low Grade Credit Idx 8.32% 8.96% 0.01% 7.69%
Markit CDX Inv Grd Idx 85 126 0.00% 48.24%
Markit CDX Mid Grd Idx 131 239 -4.02% 82.44%
Low Grade to 10 yr T-Note Spread 503 690 -2 37.18%

Saturday, December 3, 2011

Market Data: Week Ending December 2, 2011


Market Index 12/31  Close 12/2    Close Week Change Simple YTD %
Dow Industrials Avg 11,577.50 12,019.42 7.44% 3.82%
S&P 500 1,257.64 1,243.50 7.81% -1.12%
Fed Funds Rate 0.10% 0.07% 0.00% -30.00%
10 yr T-note Yld 3.29% 2.03% 0.07% -38.30%
5 yr T-note Yld 2.01% 0.91% -0.02% -54.73%
5 yr TIPS - 'Real' Yld -0.06% -0.97% -0.15% -1516.67%
Implied 5 yr Inflation % 2.07% 1.88% 0.13% -9.18%
2 yr T-note Yld 0.59% 0.25% -0.02% -57.63%
2-10 Yr Slope 2.70% 1.78% 0.09% -34.07%
90 day T-bill Yld 0.12% -0.01% -0.03% -108.33%
Gold ($/oz) $1,421.40 $1,688.50 $0.00 18.79%
WTI Oil ($/brl) $91.38 $96.77 $0.00 5.90%
VIX "Worry Index" 17.75 27.52 -6.95 55.04%





Credit Spreads 12/31  Close 12/2    Close Week Change Simple YTD %
Inv Grade Credit Idx 4.78% 4.85% 0.00% 1.46%
Low Grade Credit Idx 8.32% 8.95% 0.50% 7.57%
Markit CDX Inv Grd Idx 85 126 -13.70% 48.24%
Markit CDX Mid Grd Idx 131 249 -7.09% 90.08%
Low Grade to 10 yr T-Note Spread 503 692 43 37.57%