Monday, April 4, 2011

Market Data & Graphs: Week Ending April 1, 2011


Market Index 12/31  Close 4/01    Close Week Change Simple YTD %
Dow Industrials Avg 11,577.50 12,376.70 1.28% 6.90%
S&P 500 1,257.64 1,332.41 1.42% 5.95%
Fed Funds Rate 0.10% 0.10% -0.05% 0.00%
10 yr T-note Yld 3.29% 3.44% 0.00% 4.56%
5 yr T-note Yld 2.01% 2.24% 0.08% 11.44%
5 yr TIPS - 'Real' Yld -0.06% -0.51% -0.03% -750.00%
Implied 5 yr Inflation % 2.07% 2.75% 0.11% 32.85%
2 yr T-note Yld 0.59% 0.80% 0.07% 35.59%
2-10 Yr Slope 2.70% 2.64% -0.07% -2.22%
90 day T-bill Yld 0.12% 0.06% -0.02% -50.00%
Gold ($/oz) $1,421.40 $1,428.90 $1.30 0.53%
WTI Oil ($/brl) $91.38 $107.94 $2.54 18.12%
VIX "Worry Index" 17.75 17.4 -0.51 -1.97%





Credit Spreads 12/31  Close 4/01    Close Week Change Simple YTD %
Inv Grade Credit Idx 4.78% 4.70% 0.08% -1.67%
Low Grade Credit Idx 8.32% 7.85% -0.03% -5.65%
Markit CDX Inv Grd Idx 85 96 1.05% 12.94%
Markit CDX Mid Grd Idx 131 154 0.65% 17.56%