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%