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%