Monday, February 27, 2012

Market Data: Week Ending 2/24/2012


Market Index 12/30/   2011 2/24/     2012 Week Change Simple YTD %
Dow Industrials Avg 12,217.56 12,982.95 0.26% 6.26%
S&P 500 1,257.60 1,365.74 0.33% 8.60%
Fed Funds Rate 0.04% 0.11% 0.00% 175.00%
10 yr T-note Yld 1.88% 1.97% -0.03% 4.79%
5 yr T-note Yld 0.83% 0.89% 0.03% 7.23%
5 yr TIPS - 'Real' Yld -0.89% -1.43% -0.12% -60.67%
Implied 5 yr Inflation % 1.72% 2.32% 0.15% 34.88%
2 yr T-note Yld 0.24% 0.30% 0.01% 25.00%
2-10 Yr Slope 1.64% 1.67% -0.04% 1.83%
90 day T-bill Yld 0.01% 0.10% 0.02% 900.00%
Gold ($/oz) $1,566.80 $1,773.60 $47.70 13.20%
WTI Oil ($/brl) $98.83 $109.50 $6.26 10.80%
VIX "Worry Index" 23.4 17.31 -0.47 -26.03%





Credit Spreads 12/30/   2011 2/24/     2012 Week Change Simple YTD %
Inv Grade Credit Idx 4.63% 4.26% -0.06% -7.99%
Low Grade Credit Idx 8.86% 7.11% -0.26% -19.75%
Markit CDX Inv Grd Idx 120 97 -2.02% -19.17%
Markit CDX Mid Grd Idx 247 194 -1.52% -21.46%
Low Grade to 10 yr T-Note Spread 698 514 -4.28% -26.36%

Monday, February 20, 2012

Market Data: Week Ending February 17, 2012


Market Index 12/30/   2011 2/17/     2012 Week Change Simple YTD %
Dow Industrials Avg 12,217.56 12,949.90 1.16% 5.99%
S&P 500 1,257.60 1,361.23 1.38% 8.24%
Fed Funds Rate 0.04% 0.11% -0.01% 175.00%
10 yr T-note Yld 1.88% 2.00% 0.01% 6.38%
5 yr T-note Yld 0.83% 0.86% 0.04% 3.61%
5 yr TIPS - 'Real' Yld -0.89% -1.31% -0.04% -47.19%
Implied 5 yr Inflation % 1.72% 2.17% 0.08% 26.16%
2 yr T-note Yld 0.24% 0.29% 0.02% 20.83%
2-10 Yr Slope 1.64% 1.71% -0.01% 4.27%
90 day T-bill Yld 0.01% 0.08% 0.00% 700.00%
Gold ($/oz) $1,566.80 $1,725.90 $0.60 10.15%
WTI Oil ($/brl) $98.83 $103.24 $4.57 4.46%
VIX "Worry Index" 23.4 17.78 -3.01 -24.02%





Credit Spreads 12/30/   2011 2/17/     2012 Week Change Simple YTD %
Inv Grade Credit Idx 4.63% 4.32% 0.04% -6.70%
Low Grade Credit Idx 8.86% 7.37% 0.00% -16.82%
Markit CDX Inv Grd Idx 120 99 3.13% -17.50%
Markit CDX Mid Grd Idx 247 197 5.91% -20.24%
Low Grade to 10 yr T-Note Spread 698 537 -0.19% -23.07%

Monday, February 13, 2012

Market Data: Week Ending February 10,2012


Market Index 12/30   /2011 2/10/2012 Week Change Simple YTD %
Dow Industrials Avg 12,217.56 12,801.20 -0.47% 4.78%
S&P 500 1,257.60 1,342.64 -0.17% 6.76%
Fed Funds Rate 0.04% 0.12% 0.01% 200.00%
10 yr T-note Yld 1.88% 1.99% 0.07% 5.85%
5 yr T-note Yld 0.83% 0.82% 0.05% -1.20%
5 yr TIPS - 'Real' Yld -0.89% -1.27% 0.01% -42.70%
Implied 5 yr Inflation % 1.72% 2.09% 0.04% 21.51%
2 yr T-note Yld 0.24% 0.27% 0.04% 12.50%
2-10 Yr Slope 1.64% 1.72% 0.03% 4.88%
90 day T-bill Yld 0.01% 0.08% 0.01% 700.00%
Gold ($/oz) $1,566.80 $1,725.30 -$15.00 10.12%
WTI Oil ($/brl) $98.83 $98.67 $0.83 -0.16%
VIX "Worry Index" 23.4 20.79 3.69 -11.15%





Credit Spreads 12/30   /2011 2/10/2012 Week Change Simple YTD %
Inv Grade Credit Idx 4.63% 4.28% -0.02% -7.56%
Low Grade Credit Idx 8.86% 7.37% -0.08% -16.82%
Markit CDX Inv Grd Idx 120 96 -3.03% -20.00%
Markit CDX Mid Grd Idx 247 186 -8.82% -24.70%
Low Grade to 10 yr T-Note Spread 698 538 -2.71% -22.92%

Monday, February 6, 2012

Market Data: Week Ending February 3, 2012


Market Index 12/30   /2011 2/3/2012 Week Change Simple YTD %
Dow Industrials Avg 12,217.56 12,862.20 1.59% 5.28%
S&P 500 1,257.60 1,344.90 2.17% 6.94%
Fed Funds Rate 0.04% 0.11% 0.03% 175.00%
10 yr T-note Yld 1.88% 1.92% 0.03% 2.13%
5 yr T-note Yld 0.83% 0.77% 0.02% -7.23%
5 yr TIPS - 'Real' Yld -0.89% -1.28% 0.02% -43.82%
Implied 5 yr Inflation % 1.72% 2.05% 0.00% 19.19%
2 yr T-note Yld 0.24% 0.23% 0.02% -4.17%
2-10 Yr Slope 1.64% 1.69% 0.01% 3.05%
90 day T-bill Yld 0.01% 0.07% 0.02% 600.00%
Gold ($/oz) $1,566.80 $1,740.30 $4.90 11.07%
WTI Oil ($/brl) $98.83 $97.84 -$1.72 -1.00%
VIX "Worry Index" 23.4 17.1 -1.43 -26.92%





Credit Spreads 12/30   /2011 2/3/2012 Week Change Simple YTD %
Inv Grade Credit Idx 4.63% 4.30% -0.04% -7.13%
Low Grade Credit Idx 8.86% 7.45% -0.49% -15.91%
Markit CDX Inv Grd Idx 120 99 -1.98% -17.50%
Markit CDX Mid Grd Idx 247 204 -8.52% -17.41%
Low Grade to 10 yr T-Note Spread 698 553 -8.60% -20.77%