Fed Funds and Aggregate Demand Watch 6/22/2011

Data from : http://www.cmegroup.com/trading/interest-rates/stir/30-day-federal-fund.html

S&P 500

April 27 : 1357

May 26 : 1325.69

June 15 : 1265.42

June 22 : 1287.14

Treasuries

2 year

April 27: 0.64

May 26 : 0.48

June 15 : 0.38

June 22 : 0.36

10 Year

April 27 : 3.35

May 26 : 3.06

June 15 : 2.97

June 22 : 2.96

30 Year

April 27 : 4.45

May 26 : 4.22

June 15 : 4.20

June 22 : 4.19

Inflation Expectations

2 year inflation swaps

April 27 : 2.65

May 26 : 2.12

June 15 : 2.00

June 22 : 1.83

5 Year TIPS Breakeven rate

April 27 : 2.35

May 26 : 2.07

June 15 : 2.01

June 22 : 1.89

10 Year TIPS spread

April 27 : 2.6

May 26 : 2.34

June 15 : 2.29

June 22 : 2.24

30 Year TIPS spread

April 27 : 2.68

May 26 : 2.47

June 15 : 2.44

June 22 : 2.39

Bloomberg Commodity Index

April 27 : 1766.98

May 26 : 1684.28

June 15 : 1674.20

June 22 : 1665.53

EUR USD

April 27 : 1.4738

May 26 : 1.4129

June 15 : 1.4172

June 22 : 1.4268

(Data from bloomberg.com)

Expectations for aggregate demand continue to slowly deteriorate as the Fed maintains a "neutral" policy.