Monday, April 25, 2011

Market Data: Week Ending April 22, 2011


Market Index 12/31  Close 4/22    Close Week Change Simple YTD %
Dow Industrials Avg 11,577.50 12,506.00 1.33% 8.02%
S&P 500 1,257.64 1,337.38 1.34% 6.34%
Fed Funds Rate 0.10% 0.11% -0.02% 10.00%
10 yr T-note Yld 3.29% 3.39% -0.02% 3.04%
5 yr T-note Yld 2.01% 2.11% -0.01% 4.98%
5 yr TIPS - 'Real' Yld -0.06% 0.15% 0.79% 350.00%
Implied 5 yr Inflation % 2.07% 1.96% -0.80% -5.31%
2 yr T-note Yld 0.59% 0.65% -0.04% 10.17%
2-10 Yr Slope 2.70% 2.74% 0.02% 1.48%
90 day T-bill Yld 0.12% 0.05% -0.01% -58.33%
Gold ($/oz) $1,421.40 $1,503.80 $17.80 5.80%
WTI Oil ($/brl) $91.38 $112.29 $2.63 22.88%
VIX "Worry Index" 17.75 14.69 -0.63 -17.24%





Credit Spreads 12/31  Close 4/22    Close Week Change Simple YTD %
Inv Grade Credit Idx 4.78% 4.59% -0.03% -3.97%
Low Grade Credit Idx 8.32% 7.78% 0.01% -6.49%
Markit CDX Inv Grd Idx 85 93 -2.11% 9.41%
Markit CDX Mid Grd Idx 131 149 -1.97% 13.74%