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%