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%