Sunday, August 26, 2012

Market Data:Week Ending August 24, 2012


Market Index 12/30/ 2011 8/24/ 2012 Week Change Simple YTD %
Dow Industrials Avg 12,217.56 13,157.97 -0.89% 7.70%
S&P 500 1,257.60 1,411.13 -0.50% 12.21%
Fed Funds Rate 0.04% 0.15% 0.03% 275.00%
10 yr T-note Yld 1.88% 1.68% -0.13% -10.64%
5 yr T-note Yld 0.83% 0.70% -0.10% -15.66%
5 yr TIPS - 'Real' Yld -0.89% -1.29% -0.19% -44.94%
Implied 5 yr Inflation % 1.72% 1.99% 0.09% 15.70%
2 yr T-note Yld 0.24% 0.27% -0.02% 12.50%
2-10 Yr Slope 1.64% 1.41% -0.11% -14.02%
90 day T-bill Yld 0.01% 0.10% 0.03% 900.00%
Gold ($/oz) $1,566.80 $1,672.90 $53.50 6.77%
WTI Oil ($/brl) $98.83 $96.15 $0.14 -2.71%
VIX "Worry Index" 23.4 15.18 1.73 -35.13%





Credit Spreads 12/30/ 2011 8/24/ 2012 Week Change Simple YTD %
Inv Grade Credit Idx 4.63% 3.49% -0.10% -24.62%
Mid Grade Credit Idx 8.86% 7.14% -0.01% -19.41%
Markit CDX Inv Grd Idx 120 102 0.99% -15.00%
Markit CDX Mid Grd Idx 247 189 -1.05% -23.48%
Mid Grade to 10 yr T-Note Spread 698 546 2.25% -21.78%

Sunday, August 19, 2012

Market Data: Week Ending August 17, 2012


Market Index 12/30/ 2011 8/17/ 2012 Week Change Simple YTD %
Dow Industrials Avg 12,217.56 13,275.20 0.51% 8.66%
S&P 500 1,257.60 1,418.16 0.87% 12.77%
Fed Funds Rate 0.04% 0.12% -0.02% 200.00%
10 yr T-note Yld 1.88% 1.81% 0.15% -3.72%
5 yr T-note Yld 0.83% 0.80% 0.09% -3.61%
5 yr TIPS - 'Real' Yld -0.89% -1.10% 0.13% -23.60%
Implied 5 yr Inflation % 1.72% 1.90% -0.04% 10.47%
2 yr T-note Yld 0.24% 0.29% 0.03% 20.83%
2-10 Yr Slope 1.64% 1.52% 0.12% -7.32%
90 day T-bill Yld 0.01% 0.07% -0.03% 600.00%
Gold ($/oz) $1,566.80 $1,619.40 -$3.40 3.36%
WTI Oil ($/brl) $98.83 $96.01 $3.14 -2.85%
VIX "Worry Index" 23.4 13.45 -1.29 -42.52%





Credit Spreads 12/30/ 2011 8/17/ 2012 Week Change Simple YTD %
Inv Grade Credit Idx 4.63% 3.59% 0.12% -22.46%
Mid Grade Credit Idx 8.86% 7.15% 0.08% -19.30%
Markit CDX Inv Grd Idx 120 101 -1.94% -15.83%
Markit CDX Mid Grd Idx 247 191 -1.04% -22.67%
Mid Grade to 10 yr T-Note Spread 698 534 -1.29% -23.50%

Monday, August 13, 2012

Market Data: Week Ending August 10, 2012


Market Index 12/30/   2011 8/10/     2012 Week Change Simple YTD %
Dow Industrials Avg 12,217.56 13,207.95 0.85% 8.11%
S&P 500 1,257.60 1,405.87 1.06% 11.79%
Fed Funds Rate 0.04% 0.14% -0.01% 250.00%
10 yr T-note Yld 1.88% 1.66% 0.10% -11.70%
5 yr T-note Yld 0.83% 0.71% 0.05% -14.46%
5 yr TIPS - 'Real' Yld -0.89% -1.23% -0.04% -38.20%
Implied 5 yr Inflation % 1.72% 1.94% 0.09% 12.79%
2 yr T-note Yld 0.24% 0.26% 0.02% 8.33%
2-10 Yr Slope 1.64% 1.40% 0.08% -14.63%
90 day T-bill Yld 0.01% 0.10% 0.02% 900.00%
Gold ($/oz) $1,566.80 $1,622.80 $13.50 3.57%
WTI Oil ($/brl) $98.83 $92.87 $1.47 -6.03%
VIX "Worry Index" 23.4 14.74 -0.9 -37.01%





Credit Spreads 12/30/   2011 8/10/     2012 Week Change Simple YTD %
Inv Grade Credit Idx 4.63% 3.47% 0.02% -25.05%
Mid Grade Credit Idx 8.86% 7.07% -0.02% -20.20%
Markit CDX Inv Grd Idx 120 103 -5.50% -14.17%
Markit CDX Mid Grd Idx 247 193 -4.46% -21.86%
Mid Grade to 10 yr T-Note Spread 698 541 -2.17% -22.49%

Monday, August 6, 2012

Market Data: Week Ending August 3, 2012


Market Index 12/30/   2011 8/3/2012 Week Change Simple YTD %
Dow Industrials Avg 12,217.56 13,096.17 0.16% 7.19%
S&P 500 1,257.60 1,390.99 0.36% 10.61%
Fed Funds Rate 0.04% 0.15% -0.01% 275.00%
10 yr T-note Yld 1.88% 1.56% 0.02% -17.02%
5 yr T-note Yld 0.83% 0.66% 0.02% -20.48%
5 yr TIPS - 'Real' Yld -0.89% -1.19% 0.00% -33.71%
Implied 5 yr Inflation % 1.72% 1.85% 0.02% 7.56%
2 yr T-note Yld 0.24% 0.24% 0.00% 0.00%
2-10 Yr Slope 1.64% 1.32% 0.02% -19.51%
90 day T-bill Yld 0.01% 0.08% -0.02% 700.00%
Gold ($/oz) $1,566.80 $1,609.30 -$13.40 2.71%
WTI Oil ($/brl) $98.83 $91.40 $1.27 -7.52%
VIX "Worry Index" 23.4 15.64 -1.06 -33.16%





Credit Spreads 12/30/   2011 8/3/2012 Week Change Simple YTD %
Inv Grade Credit Idx 4.63% 3.45% -0.03% -25.49%
Mid Grade Credit Idx 8.86% 7.09% -0.20% -19.98%
Markit CDX Inv Grd Idx 120 109 -1.80% -9.17%
Markit CDX Mid Grd Idx 247 202 -4.27% -18.22%
Mid Grade to 10 yr T-Note Spread 698 553 -3.83% -20.77%