Monday, May 21, 2012

Market Data: Week Ending May 18, 2012


Market Index 12/30/   2011 5/18/     2012 Week Change Simple YTD %
Dow Industrials Avg 12,217.56 12,369.38 -3.65% 1.24%
S&P 500 1,257.60 1,295.22 -4.49% 2.99%
Fed Funds Rate 0.04% 0.17% 0.01% 325.00%
10 yr T-note Yld 1.88% 1.75% -0.09% -6.91%
5 yr T-note Yld 0.83% 0.75% 0.00% -9.64%
5 yr TIPS - 'Real' Yld -0.89% -1.15% 0.04% -29.21%
Implied 5 yr Inflation % 1.72% 1.90% -0.04% 10.47%
2 yr T-note Yld 0.24% 0.29% 0.03% 20.83%
2-10 Yr Slope 1.64% 1.46% -0.12% -10.98%
90 day T-bill Yld 0.01% 0.08% -0.01% 700.00%
Gold ($/oz) $1,566.80 $1,588.70 $4.70 1.40%
WTI Oil ($/brl) $98.83 $92.57 -$3.56 -6.33%
VIX "Worry Index" 23.4 25.1 5.21 7.26%





Credit Spreads 12/30/   2011 5/18/     2012 Week Change Simple YTD %
Inv Grade Credit Idx 4.63% 3.91% 0.16% -15.55%
Mid Grade Credit Idx 8.86% 7.64% 0.53% -13.77%
Markit CDX Inv Grd Idx 120 122 18.45% 1.67%
Markit CDX Mid Grd Idx 247 227 14.07% -8.10%
Mid Grade to 10 yr T-Note Spread 698 589 11.76% -15.62%