Monday, May 30, 2011

Market Data & Graphs: Week Ending May 27, 2011


Market Index 12/31  Close 5/27    Close Week Change Simple YTD %
Dow Industrials Avg 11,577.50 12,441.60 -0.56% 7.46%
S&P 500 1,257.64 1,331.10 -0.16% 5.84%
Fed Funds Rate 0.10% 0.10% 0.00% 0.00%
10 yr T-note Yld 3.29% 3.07% -0.08% -6.69%
5 yr T-note Yld 2.01% 1.72% -0.07% -14.43%
5 yr TIPS - 'Real' Yld -0.06% -0.39% -0.07% -550.00%
Implied 5 yr Inflation % 2.07% 2.11% 0.00% 1.93%
2 yr T-note Yld 0.59% 0.48% -0.03% -18.64%
2-10 Yr Slope 2.70% 2.59% -0.05% -4.07%
90 day T-bill Yld 0.12% 0.04% 0.00% -66.67%
Gold ($/oz) $1,421.40 $1,537.30 $28.40 8.15%
WTI Oil ($/brl) $91.38 $100.59 $0.49 10.08%
VIX "Worry Index" 17.75 15.98 -1.45 -9.97%





Credit Spreads 12/31  Close 5/27    Close Week Change Simple YTD %
Inv Grade Credit Idx 4.78% 4.38% -0.02% -8.37%
Low Grade Credit Idx 8.32% 7.14% 0.02% -14.18%
Markit CDX Inv Grd Idx 85 90 1.12% 5.88%
Markit CDX Mid Grd Idx 131 149 0.68% 13.74%