Monday, May 23, 2011

Market Data: Week Ending May 20, 2011


Market Index 12/31  Close 5/20    Close Week Change Simple YTD %
Dow Industrials Avg 11,577.50 12,512.00 -0.67% 8.07%
S&P 500 1,257.64 1,333.27 -0.34% 6.01%
Fed Funds Rate 0.10% 0.10% 0.00% 0.00%
10 yr T-note Yld 3.29% 3.15% -0.02% -4.26%
5 yr T-note Yld 2.01% 1.79% -0.04% -10.95%
5 yr TIPS - 'Real' Yld -0.06% -0.32% 0.05% -433.33%
Implied 5 yr Inflation % 2.07% 2.11% -0.09% 1.93%
2 yr T-note Yld 0.59% 0.51% -0.02% -13.56%
2-10 Yr Slope 2.70% 2.64% 0.00% -2.22%
90 day T-bill Yld 0.12% 0.04% 0.02% -66.67%
Gold ($/oz) $1,421.40 $1,508.90 $15.30 6.16%
WTI Oil ($/brl) $91.38 $100.10 $0.45 9.54%
VIX "Worry Index" 17.75 17.43 0.36 -1.80%





Credit Spreads 12/31  Close 5/20    Close Week Change Simple YTD %
Inv Grade Credit Idx 4.78% 4.40% 0.00% -7.95%
Low Grade Credit Idx 8.32% 7.12% -0.02% -14.42%
Markit CDX Inv Grd Idx 85 89 1.14% 4.71%
Markit CDX Mid Grd Idx 131 148 -1.99% 12.98%