Monday, March 5, 2012

Market Data & Graphs: Week Ending March 2, 2012


Market Index 12/30/   2011 3/2/       2012 Week Change Simple YTD %
Dow Industrials Avg 12,217.56 12,977.60 -0.04% 6.22%
S&P 500 1,257.60 1,369.63 0.28% 8.91%
Fed Funds Rate 0.04% 0.12% 0.01% 200.00%
10 yr T-note Yld 1.88% 1.97% 0.00% 4.79%
5 yr T-note Yld 0.83% 0.84% -0.05% 1.20%
5 yr TIPS - 'Real' Yld -0.89% -1.40% 0.03% -57.30%
Implied 5 yr Inflation % 1.72% 2.24% -0.08% 30.23%
2 yr T-note Yld 0.24% 0.27% -0.03% 12.50%
2-10 Yr Slope 1.64% 1.70% 0.03% 3.66%
90 day T-bill Yld 0.01% 0.06% -0.04% 500.00%
Gold ($/oz) $1,566.80 $1,709.80 -$63.80 9.13%
WTI Oil ($/brl) $98.83 $106.70 -$2.80 7.96%
VIX "Worry Index" 23.4 17.29 -0.02 -26.11%





Credit Spreads 12/30/   2011 3/2/       2012 Week Change Simple YTD %
Inv Grade Credit Idx 4.63% 3.74% -0.52% -19.22%
Low Grade Credit Idx 8.86% 6.88% -0.23% -22.35%
Markit CDX Inv Grd Idx 120 93 -4.12% -22.50%
Markit CDX Mid Grd Idx 247 184 -5.15% -25.51%
Low Grade to 10 yr T-Note Spread 698 491 -4.47% -29.66%