Monday, July 23, 2012

Market Data: Week Ending July 20, 2012


Market Index 12/30/   2011 7/20/     2012 Week Change Simple YTD %
Dow Industrials Avg 12,217.56 12,822.57 0.35% 4.95%
S&P 500 1,257.60 1,362.66 0.43% 8.35%
Fed Funds Rate 0.04% 0.14% -0.04% 250.00%
10 yr T-note Yld 1.88% 1.44% -0.05% -23.40%
5 yr T-note Yld 0.83% 0.56% -0.06% -32.53%
5 yr TIPS - 'Real' Yld -0.89% -1.25% -0.06% -40.45%
Implied 5 yr Inflation % 1.72% 1.81% 0.00% 5.23%
2 yr T-note Yld 0.24% 0.20% -0.04% -16.67%
2-10 Yr Slope 1.64% 1.24% -0.01% -24.39%
90 day T-bill Yld 0.01% 0.08% 0.00% 700.00%
Gold ($/oz) $1,566.80 $1,582.80 -$2.60 1.02%
WTI Oil ($/brl) $98.83 $91.93 $5.27 -6.98%
VIX "Worry Index" 23.4 16.27 -0.47 -30.47%





Credit Spreads 12/30/   2011 7/20/     2012 Week Change Simple YTD %
Inv Grade Credit Idx 4.63% 3.45% -0.08% -25.49%
Mid Grade Credit Idx 8.86% 7.31% -0.08% -17.49%
Markit CDX Inv Grd Idx 120 108 -4.42% -10.00%
Markit CDX Mid Grd Idx 247 206 -4.63% -16.60%
Mid Grade to 10 yr T-Note Spread 698 587 -0.51% -15.90%