Monday, March 28, 2011

Market Data: Week Ending March 25, 2011


Market Index 12/31  Close 3/25    Close Week Change Simple YTD %
Dow Industrials Avg 11,577.50 12,220.60 3.05% 5.55%
S&P 500 1,257.64 1,313.80 2.70% 4.47%
Fed Funds Rate 0.10% 0.15% -0.01% 50.00%
10 yr T-note Yld 3.29% 3.44% 0.17% 4.56%
5 yr T-note Yld 2.01% 2.16% 0.22% 7.46%
5 yr TIPS - 'Real' Yld -0.06% -0.48% 0.28% -700.00%
Implied 5 yr Inflation % 2.07% 2.64% -0.06% 27.54%
2 yr T-note Yld 0.59% 0.73% 0.15% 23.73%
2-10 Yr Slope 2.70% 2.71% 0.02% 0.37%
90 day T-bill Yld 0.12% 0.08% 0.02% -33.33%
Gold ($/oz) $1,421.40 $1,427.60 $7.90 0.44%
WTI Oil ($/brl) $91.38 $105.40 $3.84 15.34%
VIX "Worry Index" 17.75 17.91 -6.53 0.90%





Credit Spreads 12/31  Close 3/25    Close Week Change Simple YTD %
Inv Grade Credit Idx 4.78% 4.62% 0.09% -3.35%
Low Grade Credit Idx 8.32% 7.88% 0.07% -5.29%
Markit CDX Inv Grd Idx 85 95 5.56% 11.76%
Markit CDX Mid Grd Idx 131 153 21.43% 16.79%