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%