Monday, June 25, 2012

Market Data: Week Ending June 22, 2012


Market Index 12/30/   2011 6/22/     2012 Week Change Simple YTD %
Dow Industrials Avg 12,217.56 12,640.78 -1.00% 3.46%
S&P 500 1,257.60 1,335.02 -0.59% 6.16%
Fed Funds Rate 0.04% 0.28% 0.08% 600.00%
10 yr T-note Yld 1.88% 1.67% 0.09% -11.17%
5 yr T-note Yld 0.83% 0.75% 0.08% -9.64%
5 yr TIPS - 'Real' Yld -0.89% -1.00% 0.21% -12.36%
Implied 5 yr Inflation % 1.72% 1.75% -0.13% 1.74%
2 yr T-note Yld 0.24% 0.30% 0.03% 25.00%
2-10 Yr Slope 1.64% 1.37% 0.06% -16.46%
90 day T-bill Yld 0.01% 0.08% -0.01% 700.00%
Gold ($/oz) $1,566.80 $1,566.90 -$61.20 0.01%
WTI Oil ($/brl) $98.83 $79.76 -$4.27 -19.30%
VIX "Worry Index" 23.4 18.11 -3 -22.61%





Credit Spreads 12/30/   2011 6/22/     2012 Week Change Simple YTD %
Inv Grade Credit Idx 4.63% 3.77% -0.05% -18.57%
Mid Grade Credit Idx 8.86% 7.65% -0.22% -13.66%
Markit CDX Inv Grd Idx 120 118 -2.48% -1.67%
Markit CDX Mid Grd Idx 247 219 -4.78% -11.34%
Mid Grade to 10 yr T-Note Spread 698 598 -4.93% -14.33%

Monday, June 18, 2012

Market Data: Week Ending June 15, 2012


Market Index 12/30/   2011 6/15/     2012 Week Change Simple YTD %
Dow Industrials Avg 12,217.56 12,767.17 1.67% 4.50%
S&P 500 1,257.60 1,342.84 1.28% 6.78%
Fed Funds Rate 0.04% 0.20% 0.03% 400.00%
10 yr T-note Yld 1.88% 1.58% -0.06% -15.96%
5 yr T-note Yld 0.83% 0.67% -0.04% -19.28%
5 yr TIPS - 'Real' Yld -0.89% -1.21% -0.11% -35.96%
Implied 5 yr Inflation % 1.72% 1.88% 0.07% 9.30%
2 yr T-note Yld 0.24% 0.27% 0.00% 12.50%
2-10 Yr Slope 1.64% 1.31% -0.06% -20.12%
90 day T-bill Yld 0.01% 0.09% 0.01% 800.00%
Gold ($/oz) $1,566.80 $1,628.10 $36.70 3.91%
WTI Oil ($/brl) $98.83 $84.03 -$0.07 -14.98%
VIX "Worry Index" 23.4 21.11 -0.12 -9.79%





Credit Spreads 12/30/   2011 6/15/     2012 Week Change Simple YTD %
Inv Grade Credit Idx 4.63% 3.82% -0.02% -17.49%
Mid Grade Credit Idx 8.86% 7.87% -0.06% -11.17%
Markit CDX Inv Grd Idx 120 121 -0.82% 0.83%
Markit CDX Mid Grd Idx 247 230 -0.86% -6.88%
Mid Grade to 10 yr T-Note Spread 698 629 0.00% -9.89%

Monday, June 11, 2012

Market Data: Week Ending June 8, 2012


Market Index 12/30/   2011 6/8/2012 Week Change Simple YTD %
Dow Industrials Avg 12,217.56 12,554.20 3.47% 2.76%
S&P 500 1,257.60 1,325.66 3.59% 5.41%
Fed Funds Rate 0.04% 0.17% 0.00% 325.00%
10 yr T-note Yld 1.88% 1.64% 0.19% -12.77%
5 yr T-note Yld 0.83% 0.71% 0.09% -14.46%
5 yr TIPS - 'Real' Yld -0.89% -1.10% -0.04% -23.60%
Implied 5 yr Inflation % 1.72% 1.81% 0.13% 5.23%
2 yr T-note Yld 0.24% 0.27% 0.02% 12.50%
2-10 Yr Slope 1.64% 1.37% 0.17% -16.46%
90 day T-bill Yld 0.01% 0.08% 0.01% 700.00%
Gold ($/oz) $1,566.80 $1,591.40 -$30.70 1.57%
WTI Oil ($/brl) $98.83 $84.10 $0.87 -14.90%
VIX "Worry Index" 23.4 21.23 -5.43 -9.27%





Credit Spreads 12/30/   2011 6/8/2012 Week Change Simple YTD %
Inv Grade Credit Idx 4.63% 3.84% 0.02% -17.06%
Mid Grade Credit Idx 8.86% 7.93% -0.16% -10.50%
Markit CDX Inv Grd Idx 120 122 -0.81% 1.67%
Markit CDX Mid Grd Idx 247 232 0.87% -6.07%
Mid Grade to 10 yr T-Note Spread 698 629 -5.27% -9.89%

Monday, June 4, 2012

Market Data & Graphs: Week Ending June 1, 2012


Market Index 12/30/   2011 6/1/2012 Week Change Simple YTD %
Dow Industrials Avg 12,217.56 12,118.57 -2.77% -0.81%
S&P 500 1,257.60 1,278.04 -3.11% 1.63%
Fed Funds Rate 0.04% 0.17% 0.00% 325.00%
10 yr T-note Yld 1.88% 1.45% -0.29% -22.87%
5 yr T-note Yld 0.83% 0.62% -0.14% -25.30%
5 yr TIPS - 'Real' Yld -0.89% -1.06% -0.01% -19.10%
Implied 5 yr Inflation % 1.72% 1.68% -0.13% -2.33%
2 yr T-note Yld 0.24% 0.25% -0.04% 4.17%
2-10 Yr Slope 1.64% 1.20% -0.25% -26.83%
90 day T-bill Yld 0.01% 0.07% -0.01% 600.00%
Gold ($/oz) $1,566.80 $1,622.10 $50.90 3.53%
WTI Oil ($/brl) $98.83 $83.23 -$7.63 -15.78%
VIX "Worry Index" 23.4 26.66 4.9 13.93%





Credit Spreads 12/30/   2011 6/1/  2012 Week Change Simple YTD %
Inv Grade Credit Idx 4.63% 3.82% -0.09% -17.49%
Mid Grade Credit Idx 8.86% 8.09% 0.45% -8.69%
Markit CDX Inv Grd Idx 120 123 4.24% 2.50%
Markit CDX Mid Grd Idx 247 230 1.32% -6.88%
Mid Grade to 10 yr T-Note Spread 698 664 12.54% -4.87%