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%