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%