Monday, February 28, 2011

Market Data & Graphs: Week Ending February 25, 2011


Market Index 12/31  Close 2/25    Close Week Change Simple YTD %
Dow Industrials Avg 11,577.50 12,130.50 -2.10% 4.78%
S&P 500 1,257.64 1,319.88 -1.72% 4.95%
Fed Funds Rate 0.10% 0.15% 0.05% 50.00%
10 yr T-note Yld 3.29% 3.41% -0.17% 3.65%
5 yr T-note Yld 2.01% 2.16% -0.11% 7.46%
5 yr TIPS - 'Real' Yld -0.06% -0.44% -0.27% 633.33%
Implied 5 yr Inflation % 2.07% 2.60% 0.16% 25.60%
2 yr T-note Yld 0.59% 0.71% -0.04% 20.34%
2-10 Yr Slope 2.70% 2.70% -0.13% 0.00%
90 day T-bill Yld 0.12% 0.12% 0.03% 0.00%
Gold ($/oz) $1,421.40 $1,409.30 $20.70 -0.85%
WTI Oil ($/brl) $91.38 $97.88 $11.68 7.11%
VIX "Worry Index" 17.75 19.22 2.79 8.28%





Credit Spreads 12/31  Close 2/25    Close Week Change Simple YTD %
Inv Grade Credit Idx 4.78% 4.66% -0.08% -2.51%
Low Grade Credit Idx 8.32% 7.83% 0.04% -5.89%
Markit CDX Inv Grd Idx 85 85 7.59% 0.00%
Markit CDX Mid Grd Idx 131 121 7.08% -7.63%