Market Data: Week Ending March 3, 2011
| Market
Index |
12/31 Close |
3/4 Close |
Week Change |
Simple YTD % |
| Dow
Industrials Avg |
11,577.50 |
12,241.00 |
0.91% |
5.73% |
| S&P
500 |
1,257.64 |
1,329.30 |
0.71% |
5.70% |
| Fed
Funds Rate |
0.10% |
0.16% |
0.01% |
60.00% |
| 10 yr
T-note Yld |
3.29% |
3.49% |
0.08% |
6.08% |
| 5 yr
T-note Yld |
2.01% |
2.18% |
0.02% |
8.46% |
| 5 yr
TIPS - 'Real' Yld |
-0.06% |
-0.48% |
-0.04% |
-700.00% |
| Implied
5 yr Inflation % |
2.07% |
2.66% |
0.06% |
28.50% |
| 2 yr
T-note Yld |
0.59% |
0.68% |
-0.03% |
15.25% |
| 2-10 Yr
Slope |
2.70% |
2.81% |
0.11% |
4.07% |
| 90 day
T-bill Yld |
0.12% |
0.11% |
-0.01% |
-8.33% |
| Gold
($/oz) |
$1,421.40 |
$1,428.60 |
$19.30 |
0.51% |
| WTI Oil
($/brl) |
$91.38 |
$104.42 |
$6.54 |
14.27% |
| VIX
"Worry Index" |
17.75 |
19.06 |
-0.16 |
7.38% |
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| Credit
Spreads |
12/31 Close |
3/4 Close |
Week Change |
Simple YTD % |
| Inv
Grade Credit Idx |
4.78% |
4.64% |
-0.02% |
-2.93% |
| Low
Grade Credit Idx |
8.32% |
7.82% |
-0.01% |
-6.01% |
| Markit
CDX Inv Grd Idx |
85 |
82 |
-3.53% |
-3.53% |
| Markit
CDX Mid Grd Idx |
131 |
117 |
-3.31% |
-10.69% |