Monday, February 14, 2011

Market Data: Week Ending February 11, 2011


Market Index 12/31  Close 2/11    Close Week Change Simple YTD %
Dow Industrials Avg 11,577.50 12,273.30 0.81% 6.01%
S&P 500 1,257.64 1,329.15 1.39% 5.69%
Fed Funds Rate 0.10% 0.16% 0.00% 60.00%
10 yr T-note Yld 3.29% 3.63% -0.01% 10.33%
5 yr T-note Yld 2.01% 2.36% 0.10% 17.41%
5 yr TIPS - 'Real' Yld -0.06% 0.08% 0.20% -233.33%
Implied 5 yr Inflation % 2.07% 2.28% -0.10% 10.14%
2 yr T-note Yld 0.59% 0.83% 0.09% 40.68%
2-10 Yr Slope 2.70% 2.80% -0.10% 3.70%
90 day T-bill Yld 0.12% 0.11% -0.04% -8.33%
Gold ($/oz) $1,421.40 $1,360.40 $11.40 -4.29%
WTI Oil ($/brl) $91.38 $85.58 -$3.45 -6.35%
VIX "Worry Index" 17.75 15.69 -0.14 -11.61%





Credit Spreads 12/31  Close 2/11    Close Week Change Simple YTD %
Inv Grade Credit Idx 4.78% 4.77% 0.00% -0.21%
Low Grade Credit Idx 8.32% 7.84% -0.01% -5.77%
Markit CDX Inv Grd Idx 85 82 1.23% -3.53%
Markit CDX Mid Grd Idx 131 116 -7.20% -11.45%