Monday, April 18, 2011

Market Data: Week Ending April 15, 2011


Market Index 12/31  Close 4/15    Close Week Change Simple YTD %
Dow Industrials Avg 11,577.50 12,341.80 -0.31% 6.60%
S&P 500 1,257.64 1,319.68 -0.64% 4.93%
Fed Funds Rate 0.10% 0.13% 0.05% 30.00%
10 yr T-note Yld 3.29% 3.41% -0.19% 3.65%
5 yr T-note Yld 2.01% 2.12% -0.22% 5.47%
5 yr TIPS - 'Real' Yld -0.06% -0.64% -0.06% -966.67%
Implied 5 yr Inflation % 2.07% 2.76% -0.16% 33.33%
2 yr T-note Yld 0.59% 0.69% -0.14% 16.95%
2-10 Yr Slope 2.70% 2.72% -0.05% 0.74%
90 day T-bill Yld 0.12% 0.06% -0.05% -50.00%
Gold ($/oz) $1,421.40 $1,486.00 $9.40 4.54%
WTI Oil ($/brl) $91.38 $109.66 -$3.62 20.00%
VIX "Worry Index" 17.75 15.32 -2.55 -13.69%





Credit Spreads 12/31  Close 4/15    Close Week Change Simple YTD %
Inv Grade Credit Idx 4.78% 4.62% -0.09% -3.35%
Low Grade Credit Idx 8.32% 7.77% -0.05% -6.61%
Markit CDX Inv Grd Idx 85 95 1.06% 11.76%
Markit CDX Mid Grd Idx 131 152 0.00% 16.03%