Sunday, September 2, 2012

Market Data & Graphs: Week Ending August 31, 2012


Market Index 12/30/2011 8/31/2012 Week Change Simple YTD %
Dow Industrials Avg 12,217.56 13,090.84 -0.51% 7.15%
S&P 500 1,257.60 1,406.58 -0.32% 11.85%
Fed Funds Rate 0.04% 0.15% 0.00% 275.00%
10 yr T-note Yld 1.88% 1.55% -0.13% -17.55%
5 yr T-note Yld 0.83% 0.59% -0.11% -28.92%
5 yr TIPS - 'Real' Yld -0.89% -1.42% -0.13% -59.55%
Implied 5 yr Inflation % 1.72% 2.01% 0.02% 16.86%
2 yr T-note Yld 0.24% 0.22% -0.05% -8.33%
2-10 Yr Slope 1.64% 1.33% -0.08% -18.90%
90 day T-bill Yld 0.01% 0.07% -0.03% 600.00%
Gold ($/oz) $1,566.80 $1,687.60 $14.70 7.71%
WTI Oil ($/brl) $98.83 $96.47 $0.32 -2.39%
VIX "Worry Index" 23.4 17.47 2.29 -25.34%





Credit Spreads 12/30/2011 8/31/2012 Week Change Simple YTD %
Inv Grade Credit Idx 4.63% 3.43% -0.06% -25.92%
Mid Grade Credit Idx 8.86% 7.06% -0.08% -20.32%
Markit CDX Inv Grd Idx 120 103 0.98% -14.17%
Markit CDX Mid Grd Idx 247 189 0.00% -23.48%
Mid Grade to 10 yr T-Note Spread 698 551 0.92% -21.06%