Market Data: Week Ending February 18, 2011
| Market
Index |
12/31 Close |
2/18 Close |
Week Change |
Simple YTD % |
| Dow
Industrials Avg |
11,577.50 |
12,391.20 |
0.96% |
7.03% |
| S&P
500 |
1,257.64 |
1,343.01 |
1.04% |
6.79% |
| Fed
Funds Rate |
0.10% |
0.10% |
-0.06% |
0.00% |
| 10 yr
T-note Yld |
3.29% |
3.58% |
-0.05% |
8.81% |
| 5 yr
T-note Yld |
2.01% |
2.27% |
-0.09% |
12.94% |
| 5 yr
TIPS - 'Real' Yld |
-0.06% |
-0.17% |
-0.25% |
183.33% |
| Implied
5 yr Inflation % |
2.07% |
2.44% |
0.16% |
17.87% |
| 2 yr
T-note Yld |
0.59% |
0.75% |
-0.08% |
27.12% |
| 2-10 Yr
Slope |
2.70% |
2.83% |
0.03% |
4.81% |
| 90 day
T-bill Yld |
0.12% |
0.09% |
-0.02% |
-25.00% |
| Gold
($/oz) |
$1,421.40 |
$1,388.60 |
$28.20 |
-2.31% |
| WTI Oil
($/brl) |
$91.38 |
$86.20 |
$0.62 |
-5.67% |
| VIX
"Worry Index" |
17.75 |
16.43 |
0.74 |
-7.44% |
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| Credit
Spreads |
12/31 Close |
2/18 Close |
Week Change |
Simple YTD % |
| Inv
Grade Credit Idx |
4.78% |
4.74% |
-0.03% |
-0.84% |
| Low
Grade Credit Idx |
8.32% |
7.79% |
-0.05% |
-6.37% |
| Markit
CDX Inv Grd Idx |
85 |
79 |
-3.66% |
-7.06% |
| Markit
CDX Mid Grd Idx |
131 |
113 |
-2.59% |
-13.74% |