Monday, May 28, 2012

Market Data: Week Ending May 25, 2012


Market Index 12/30/   2011 5/25/     2012 Week Change Simple YTD %
Dow Industrials Avg 12,217.56 12,454.83 0.69% 1.94%
S&P 500 1,257.60 1,317.82 1.71% 4.79%
Fed Funds Rate 0.04% 0.17% 0.00% 325.00%
10 yr T-note Yld 1.88% 1.74% -0.01% -7.45%
5 yr T-note Yld 0.83% 0.76% 0.01% -8.43%
5 yr TIPS - 'Real' Yld -0.89% -1.05% 0.10% -17.98%
Implied 5 yr Inflation % 1.72% 1.81% -0.09% 5.23%
2 yr T-note Yld 0.24% 0.29% 0.00% 20.83%
2-10 Yr Slope 1.64% 1.45% -0.01% -11.59%
90 day T-bill Yld 0.01% 0.08% 0.00% 700.00%
Gold ($/oz) $1,566.80 $1,571.20 -$17.50 0.28%
WTI Oil ($/brl) $98.83 $90.86 -$1.71 -8.06%
VIX "Worry Index" 23.4 21.76 -3.34 -7.01%





Credit Spreads 12/30/   2011 5/25/     2012 Week Change Simple YTD %
Inv Grade Credit Idx 4.63% 3.91% 0.00% -15.55%
Mid Grade Credit Idx 8.86% 7.64% 0.00% -13.77%
Markit CDX Inv Grd Idx 120 118 -3.28% -1.67%
Markit CDX Mid Grd Idx 247 227 0.00% -8.10%
Mid Grade to 10 yr T-Note Spread 698 590 0.17% -15.47%

Monday, May 21, 2012

Market Data: Week Ending May 18, 2012


Market Index 12/30/   2011 5/18/     2012 Week Change Simple YTD %
Dow Industrials Avg 12,217.56 12,369.38 -3.65% 1.24%
S&P 500 1,257.60 1,295.22 -4.49% 2.99%
Fed Funds Rate 0.04% 0.17% 0.01% 325.00%
10 yr T-note Yld 1.88% 1.75% -0.09% -6.91%
5 yr T-note Yld 0.83% 0.75% 0.00% -9.64%
5 yr TIPS - 'Real' Yld -0.89% -1.15% 0.04% -29.21%
Implied 5 yr Inflation % 1.72% 1.90% -0.04% 10.47%
2 yr T-note Yld 0.24% 0.29% 0.03% 20.83%
2-10 Yr Slope 1.64% 1.46% -0.12% -10.98%
90 day T-bill Yld 0.01% 0.08% -0.01% 700.00%
Gold ($/oz) $1,566.80 $1,588.70 $4.70 1.40%
WTI Oil ($/brl) $98.83 $92.57 -$3.56 -6.33%
VIX "Worry Index" 23.4 25.1 5.21 7.26%





Credit Spreads 12/30/   2011 5/18/     2012 Week Change Simple YTD %
Inv Grade Credit Idx 4.63% 3.91% 0.16% -15.55%
Mid Grade Credit Idx 8.86% 7.64% 0.53% -13.77%
Markit CDX Inv Grd Idx 120 122 18.45% 1.67%
Markit CDX Mid Grd Idx 247 227 14.07% -8.10%
Mid Grade to 10 yr T-Note Spread 698 589 11.76% -15.62%

Monday, May 14, 2012

Market Data: Week Ending May 11, 2012


Market Index 12/30/   2011 5/11/       2012 Week Change Simple YTD %
Dow Industrials Avg 12,217.56 12,820.60 -1.67% 4.94%
S&P 500 1,257.60 1,353.39 -1.15% 7.62%
Fed Funds Rate 0.04% 0.16% 0.00% 300.00%
10 yr T-note Yld 1.88% 1.84% -0.04% -2.13%
5 yr T-note Yld 0.83% 0.75% -0.03% -9.64%
5 yr TIPS - 'Real' Yld -0.89% -1.19% 0.01% -33.71%
Implied 5 yr Inflation % 1.72% 1.94% -0.04% 12.79%
2 yr T-note Yld 0.24% 0.26% 0.01% 8.33%
2-10 Yr Slope 1.64% 1.58% -0.05% -3.66%
90 day T-bill Yld 0.01% 0.09% 0.02% 800.00%
Gold ($/oz) $1,566.80 $1,584.00 -$61.20 1.10%
WTI Oil ($/brl) $98.83 $96.13 -$2.36 -2.73%
VIX "Worry Index" 23.4 19.89 0.73 -15.00%





Credit Spreads 12/30/   2011 5/11/       2012 Week Change Simple YTD %
Inv Grade Credit Idx 4.63% 3.75% 0.01% -19.01%
Mid Grade Credit Idx 8.86% 7.11% 0.04% -19.75%
Markit CDX Inv Grd Idx 120 103 7.29% -14.17%
Markit CDX Mid Grd Idx 247 199 2.05% -19.43%
Mid Grade to 10 yr T-Note Spread 698 527 1.54% -24.50%

Monday, May 7, 2012

Market Data: Week Ending May 4, 2012


Market Index 12/30/   2011 5/4/       2012 Week Change Simple YTD %
Dow Industrials Avg 12,217.56 13,038.27 -1.44% 6.72%
S&P 500 1,257.60 1,369.10 -2.44% 8.87%
Fed Funds Rate 0.04% 0.16% 0.02% 300.00%
10 yr T-note Yld 1.88% 1.88% -0.05% 0.00%
5 yr T-note Yld 0.83% 0.78% -0.05% -6.02%
5 yr TIPS - 'Real' Yld -0.89% -1.20% 0.06% -34.83%
Implied 5 yr Inflation % 1.72% 1.98% -0.11% 15.12%
2 yr T-note Yld 0.24% 0.25% -0.01% 4.17%
2-10 Yr Slope 1.64% 1.63% -0.04% -0.61%
90 day T-bill Yld 0.01% 0.07% -0.02% 600.00%
Gold ($/oz) $1,566.80 $1,645.20 -$19.60 5.00%
WTI Oil ($/brl) $98.83 $98.49 -$6.44 -0.34%
VIX "Worry Index" 23.4 19.16 2.84 -18.12%





Credit Spreads 12/30/   2011 5/4/       2012 Week Change Simple YTD %
Inv Grade Credit Idx 4.63% 3.74% -0.12% -19.22%
Mid Grade Credit Idx 8.86% 7.07% -0.16% -20.20%
Markit CDX Inv Grd Idx 120 96 0.00% -20.00%
Markit CDX Mid Grd Idx 247 195 1.56% -21.05%
Mid Grade to 10 yr T-Note Spread 698 519 -2.08% -25.64%