Monday, July 2, 2012

Market Data & Graphs: Week Ending June 29, 2012

Market Index 12/30/   2011 6/29/     2012 Week Change Simple YTD %
Dow Industrials Avg 12,217.56 12,880.09 1.86% 5.42%
S&P 500 1,257.60 1,362.16 1.99% 8.31%
Fed Funds Rate 0.04% 0.10% -0.18% 150.00%
10 yr T-note Yld 1.88% 1.64% -0.03% -12.77%
5 yr T-note Yld 0.83% 0.72% -0.03% -13.25%
5 yr TIPS - 'Real' Yld -0.89% -1.04% -0.04% -16.85%
Implied 5 yr Inflation % 1.72% 1.76% 0.01% 2.33%
2 yr T-note Yld 0.24% 0.30% 0.00% 25.00%
2-10 Yr Slope 1.64% 1.34% -0.03% -18.29%
90 day T-bill Yld 0.01% 0.08% 0.00% 700.00%
Gold ($/oz) $1,566.80 $1,604.20 $37.30 2.39%
WTI Oil ($/brl) $98.83 $84.96 $5.20 -14.03%
VIX "Worry Index" 23.4 17.08 -1.03 -27.01%





Credit Spreads 12/30/   2011 6/29/     2012 Week Change Simple YTD %
Inv Grade Credit Idx 4.63% 3.76% -0.01% -18.79%
Mid Grade Credit Idx 8.86% 7.54% -0.11% -14.90%
Markit CDX Inv Grd Idx 120 118 0.00% -1.67%
Markit CDX Mid Grd Idx 247 222 1.37% -10.12%
Mid Grade to 10 yr T-Note Spread 698 590 -1.34% -15.47%