Monday, March 21, 2011

Market Data: Week Ending March 18, 2011


Market Index 12/31  Close 3/18    Close Week Change Simple YTD %
Dow Industrials Avg 11,577.50 11,858.50 -1.54% 2.43%
S&P 500 1,257.64 1,279.20 -1.92% 1.71%
Fed Funds Rate 0.10% 0.16% 0.01% 60.00%
10 yr T-note Yld 3.29% 3.27% -0.13% -0.61%
5 yr T-note Yld 2.01% 1.94% -0.12% -3.48%
5 yr TIPS - 'Real' Yld -0.06% -0.76% -0.19% -1166.67%
Implied 5 yr Inflation % 2.07% 2.70% 0.07% 30.43%
2 yr T-note Yld 0.59% 0.58% -0.06% -1.69%
2-10 Yr Slope 2.70% 2.69% -0.07% -0.37%
90 day T-bill Yld 0.12% 0.06% -0.01% -50.00%
Gold ($/oz) $1,421.40 $1,419.70 -$8.90 -0.12%
WTI Oil ($/brl) $91.38 $101.56 $0.40 11.14%
VIX "Worry Index" 17.75 24.44 4.36 37.69%





Credit Spreads 12/31  Close 3/18    Close Week Change Simple YTD %
Inv Grade Credit Idx 4.78% 4.53% -0.01% -5.23%
Low Grade Credit Idx 8.32% 7.81% 0.02% -6.13%
Markit CDX Inv Grd Idx 85 90 3.45% 5.88%
Markit CDX Mid Grd Idx 131 126 4.13% -3.82%