Monday, March 14, 2011

Market Data: Week Ending March 11, 2011


Market Index 12/31  Close 3/11    Close Week Change Simple YTD %
Dow Industrials Avg 11,577.50 12,044.40 -1.61% 4.03%
S&P 500 1,257.64 1,304.28 -1.88% 3.71%
Fed Funds Rate 0.10% 0.15% -0.01% 50.00%
10 yr T-note Yld 3.29% 3.40% -0.09% 3.34%
5 yr T-note Yld 2.01% 2.06% -0.12% 2.49%
5 yr TIPS - 'Real' Yld -0.06% -0.57% -0.09% -850.00%
Implied 5 yr Inflation % 2.07% 2.63% -0.03% 27.05%
2 yr T-note Yld 0.59% 0.64% -0.04% 8.47%
2-10 Yr Slope 2.70% 2.76% -0.05% 2.22%
90 day T-bill Yld 0.12% 0.07% -0.04% -41.67%
Gold ($/oz) $1,421.40 $1,428.60 $0.00 0.51%
WTI Oil ($/brl) $91.38 $101.16 -$3.26 10.70%
VIX "Worry Index" 17.75 20.08 1.02 13.13%





Credit Spreads 12/31  Close 3/11    Close Week Change Simple YTD %
Inv Grade Credit Idx 4.78% 4.54% -0.10% -5.02%
Low Grade Credit Idx 8.32% 7.79% -0.03% -6.37%
Markit CDX Inv Grd Idx 85 87 6.10% 2.35%
Markit CDX Mid Grd Idx 131 121 3.42% -7.63%