Monday, March 26, 2012

Market Data: Week Ending March 23, 2012


Market Index 12/30/   2011 3/23/     2012 Week Change Simple YTD %
Dow Industrials Avg 12,217.56 13,080.70 -1.15% 7.06%
S&P 500 1,257.60 1,397.11 -0.50% 11.09%
Fed Funds Rate 0.04% 0.15% 0.00% 275.00%
10 yr T-note Yld 1.88% 2.23% -0.06% 18.62%
5 yr T-note Yld 0.83% 1.08% -0.03% 30.12%
5 yr TIPS - 'Real' Yld -0.89% -1.22% 0.05% -37.08%
Implied 5 yr Inflation % 1.72% 2.30% -0.08% 33.72%
2 yr T-note Yld 0.24% 0.35% -0.01% 45.83%
2-10 Yr Slope 1.64% 1.88% -0.05% 14.63%
90 day T-bill Yld 0.01% 0.07% -0.01% 600.00%
Gold ($/oz) $1,566.80 $1,662.40 $6.60 6.10%
WTI Oil ($/brl) $98.83 $106.87 -$0.19 8.14%
VIX "Worry Index" 23.4 14.82 0.35 -36.67%





Credit Spreads 12/30/   2011 3/23/     2012 Week Change Simple YTD %
Inv Grade Credit Idx 4.63% 3.92% -0.02% -15.33%
Low Grade Credit Idx 8.86% 7.13% 0.12% -19.53%
Markit CDX Inv Grd Idx 120 90 0.00% -25.00%
Markit CDX Mid Grd Idx 247 179 1.70% -27.53%
Low Grade to 10 yr T-Note Spread 698 490 3.81% -29.80%