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%