Monday, January 30, 2012

Market Data & Graphs: Week Ending January 27, 2012


Market Index 12/30   /2011 1/27     /2012 Week Change Simple YTD %
Dow Industrials Avg 12,217.56 12,660.50 -0.47% 3.63%
S&P 500 1,257.60 1,316.33 0.07% 4.67%
Fed Funds Rate 0.04% 0.08% 0.00% 100.00%
10 yr T-note Yld 1.88% 1.89% -0.13% 0.53%
5 yr T-note Yld 0.83% 0.75% -0.14% -9.64%
5 yr TIPS - 'Real' Yld -0.89% -1.30% -0.30% -46.07%
Implied 5 yr Inflation % 1.72% 2.05% 0.16% 19.19%
2 yr T-note Yld 0.24% 0.21% -0.03% -12.50%
2-10 Yr Slope 1.64% 1.68% -0.10% 2.44%
90 day T-bill Yld 0.01% 0.05% 0.01% 400.00%
Gold ($/oz) $1,566.80 $1,735.40 $71.40 10.76%
WTI Oil ($/brl) $98.83 $99.56 $1.23 0.74%
VIX "Worry Index" 23.4 18.53 0.25 -20.81%





Credit Spreads 12/30   /2011 1/27     /2012 Week Change Simple YTD %
Inv Grade Credit Idx 4.63% 4.34% -0.16% -6.26%
Low Grade Credit Idx 8.86% 7.94% -0.11% -10.38%
Markit CDX Inv Grd Idx 120 101 -6.48% -15.83%
Markit CDX Mid Grd Idx 247 223 -1.76% -9.72%
Low Grade to 10 yr T-Note Spread 698 605 0.33% -13.32%