Monday, April 11, 2011

Market Data: Week Ending April 8, 2011


Market Index 12/31   Close 4/08    Close Week Change Simple YTD %
Dow Industrials Avg 11,577.50 12,380.00 0.03% 6.93%
S&P 500 1,257.64 1,328.17 -0.32% 5.61%
Fed Funds Rate 0.10% 0.08% -0.02% -20.00%
10 yr T-note Yld 3.29% 3.60% 0.16% 9.42%
5 yr T-note Yld 2.01% 2.34% 0.10% 16.42%
5 yr TIPS - 'Real' Yld -0.06% -0.58% -0.07% -866.67%
Implied 5 yr Inflation % 2.07% 2.92% 0.17% 41.06%
2 yr T-note Yld 0.59% 0.83% 0.03% 40.68%
2-10 Yr Slope 2.70% 2.77% 0.13% 2.59%
90 day T-bill Yld 0.12% 0.11% 0.05% -8.33%
Gold ($/oz) $1,421.40 $1,476.60 $47.70 3.88%
WTI Oil ($/brl) $91.38 $113.28 $5.34 23.97%
VIX "Worry Index" 17.75 17.87 0.47 0.68%





Credit Spreads 12/31  Close 4/08    Close Week Change Simple YTD %
Inv Grade Credit Idx 4.78% 4.71% 0.01% -1.46%
Low Grade Credit Idx 8.32% 7.82% -0.03% -6.01%
Markit CDX Inv Grd Idx 85 94 -2.08% 10.59%
Markit CDX Mid Grd Idx 131 152 -1.30% 16.03%