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%