Monday, February 7, 2011

Market Data: Week Ending February 4, 2011


Market Index 12/31  Close 2/04    Close Week Change Simple YTD %
Dow Industrials Avg 11,577.50 12,174.12 2.96% 5.15%
S&P 500 1,257.64 1,310.87 2.71% 4.23%
Fed Funds Rate 0.10% 0.16% -0.02% 60.00%
10 yr T-note Yld 3.29% 3.64% 0.32% 10.64%
5 yr T-note Yld 2.01% 2.26% 0.35% 12.44%
5 yr TIPS - 'Real' Yld -0.06% -0.12% 0.21% 100.00%
Implied 5 yr Inflation % 2.07% 2.38% 0.14% 14.98%
2 yr T-note Yld 0.59% 0.74% 0.20% 25.42%
2-10 Yr Slope 2.70% 2.90% 0.12% 7.41%
90 day T-bill Yld 0.12% 0.15% 0.01% 25.00%
Gold ($/oz) $1,421.40 $1,349.00 $7.30 -5.09%
WTI Oil ($/brl) $91.38 $89.03 -$0.31 -2.57%
VIX "Worry Index" 17.75 15.83 -4.21 -10.82%





Credit Spreads 12/31  Close 2/04    Close Week Change Simple YTD %
Inv Grade Credit Idx 4.78% 4.77% 0.11% -0.21%
Low Grade Credit Idx 8.32% 7.85% -0.08% -5.65%
Markit CDX Inv Grd Idx 85 81 -2.41% -4.71%
Markit CDX Mid Grd Idx 131 125 0.81% -4.58%