Monday, July 9, 2012

Market Data: Week Ending July 6, 2012


Market Index 12/30/   2011 7/6/2012 Week Change Simple YTD %
Dow Industrials Avg 12,217.56 12,772.47 -0.84% 4.54%
S&P 500 1,257.60 1,354.68 -0.55% 7.72%
Fed Funds Rate 0.04% 0.18% 0.08% 350.00%
10 yr T-note Yld 1.88% 1.55% -0.09% -17.55%
5 yr T-note Yld 0.83% 0.64% -0.08% -22.89%
5 yr TIPS - 'Real' Yld -0.89% -1.15% -0.11% -29.21%
Implied 5 yr Inflation % 1.72% 1.79% 0.03% 4.07%
2 yr T-note Yld 0.24% 0.27% -0.03% 12.50%
2-10 Yr Slope 1.64% 1.28% -0.06% -21.95%
90 day T-bill Yld 0.01% 0.07% -0.01% 600.00%
Gold ($/oz) $1,566.80 $1,578.90 -$25.30 0.77%
WTI Oil ($/brl) $98.83 $84.45 -$0.51 -14.55%
VIX "Worry Index" 23.4 17.1 0.02 -26.92%





Credit Spreads 12/30/   2011 7/6/2012 Week Change Simple YTD %
Inv Grade Credit Idx 4.63% 3.63% -0.13% -21.60%
Mid Grade Credit Idx 8.86% 7.34% -0.20% -17.16%
Markit CDX Inv Grd Idx 120 109 -7.63% -9.17%
Markit CDX Mid Grd Idx 247 209 -5.86% -15.38%
Mid Grade to 10 yr T-Note Spread 698 579 -1.86% -17.05%