Monday, July 30, 2012

Market Data & Graphs: Week Ending July 27, 2012


Market Index 12/30/   2011 7/27/     2012 Week Change Simple YTD %
Dow Industrials Avg 12,217.56 13,075.66 1.94% 7.02%
S&P 500 1,257.60 1,385.97 1.68% 10.21%
Fed Funds Rate 0.04% 0.16% 0.02% 300.00%
10 yr T-note Yld 1.88% 1.54% 0.10% -18.09%
5 yr T-note Yld 0.83% 0.64% 0.08% -22.89%
5 yr TIPS - 'Real' Yld -0.89% -1.19% 0.06% -33.71%
Implied 5 yr Inflation % 1.72% 1.83% 0.02% 6.40%
2 yr T-note Yld 0.24% 0.24% 0.04% 0.00%
2-10 Yr Slope 1.64% 1.30% 0.06% -20.73%
90 day T-bill Yld 0.01% 0.10% 0.02% 900.00%
Gold ($/oz) $1,566.80 $1,622.70 $39.90 3.57%
WTI Oil ($/brl) $98.83 $90.13 -$1.80 -8.80%
VIX "Worry Index" 23.4 16.7 0.43 -28.63%





Credit Spreads 12/30/   2011 7/27/     2012 Week Change Simple YTD %
Inv Grade Credit Idx 4.63% 3.48% 0.03% -24.84%
Mid Grade Credit Idx 8.86% 7.29% -0.02% -17.72%
Markit CDX Inv Grd Idx 120 111 2.78% -7.50%
Markit CDX Mid Grd Idx 247 211 2.43% -14.57%
Mid Grade to 10 yr T-Note Spread 698 575 -2.04% -17.62%