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%