Monday, March 19, 2012

Market Data: Week Ending March 16, 2012


Market Index 12/30/   2011 3/16/     2012 Week Change Simple YTD %
Dow Industrials Avg 12,217.56 13,232.62 2.40% 8.31%
S&P 500 1,257.60 1,404.17 2.43% 11.65%
Fed Funds Rate 0.04% 0.15% 0.02% 275.00%
10 yr T-note Yld 1.88% 2.29% 0.26% 21.81%
5 yr T-note Yld 0.83% 1.11% 0.22% 33.73%
5 yr TIPS - 'Real' Yld -0.89% -1.27% 0.15% -42.70%
Implied 5 yr Inflation % 1.72% 2.38% 0.07% 38.37%
2 yr T-note Yld 0.24% 0.36% 0.04% 50.00%
2-10 Yr Slope 1.64% 1.93% 0.22% 17.68%
90 day T-bill Yld 0.01% 0.08% 0.00% 700.00%
Gold ($/oz) $1,566.80 $1,655.80 -$55.70 5.68%
WTI Oil ($/brl) $98.83 $107.06 -$0.34 8.33%
VIX "Worry Index" 23.4 14.47 -2.64 -38.16%





Credit Spreads 12/30/   2011 3/16/     2012 Week Change Simple YTD %
Inv Grade Credit Idx 4.63% 3.94% 0.11% -14.90%
Low Grade Credit Idx 8.86% 7.01% 0.00% -20.88%
Markit CDX Inv Grd Idx 120 90 -6.25% -25.00%
Markit CDX Mid Grd Idx 247 176 -4.86% -28.74%
Low Grade to 10 yr T-Note Spread 698 472 -5.22% -32.38%