Monday, January 16, 2012

Market Data: Week Ending January 13, 2012


Market Index 12/30   /2011 1/13     /2012 Week Change Simple YTD %
Dow Industrials Avg 12,217.56 12,422.10 0.51% 1.67%
S&P 500 1,257.60 1,289.09 0.88% 2.50%
Fed Funds Rate 0.04% 0.07% 0.00% 75.00%
10 yr T-note Yld 1.88% 1.86% -0.10% -1.06%
5 yr T-note Yld 0.83% 0.79% -0.06% -4.82%
5 yr TIPS - 'Real' Yld -0.89% -1.02% -0.03% -14.61%
Implied 5 yr Inflation % 1.72% 1.81% -0.03% 5.23%
2 yr T-note Yld 0.24% 0.22% -0.04% -8.33%
2-10 Yr Slope 1.64% 1.64% -0.06% 0.00%
90 day T-bill Yld 0.01% 0.02% 0.01% 100.00%
Gold ($/oz) $1,566.80 $1,630.80 $14.00 4.08%
WTI Oil ($/brl) $98.83 $98.70 -$2.86 -0.13%
VIX "Worry Index" 23.4 20.91 0.28 -10.64%





Credit Spreads 12/30   /2011 1/13     /2012 Week Change Simple YTD %
Inv Grade Credit Idx 4.63% 4.51% -0.12% -2.59%
Low Grade Credit Idx 8.86% 8.12% -0.08% -8.35%
Markit CDX Inv Grd Idx 120 115 -4.17% -4.17%
Markit CDX Mid Grd Idx 247 232 -4.13% -6.07%
Low Grade to 10 yr T-Note Spread 698 626 0.32% -10.32%