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%