Monday, March 12, 2012

Market Data: Week Ending March 9, 2012


Market Index 12/30/   2011 3/9/       2012 Week Change Simple YTD %
Dow Industrials Avg 12,217.56 12,922.02 -0.43% 5.77%
S&P 500 1,257.60 1,370.87 0.09% 9.01%
Fed Funds Rate 0.04% 0.13% 0.01% 225.00%
10 yr T-note Yld 1.88% 2.03% 0.06% 7.98%
5 yr T-note Yld 0.83% 0.89% 0.05% 7.23%
5 yr TIPS - 'Real' Yld -0.89% -1.42% -0.02% -59.55%
Implied 5 yr Inflation % 1.72% 2.31% 0.07% 34.30%
2 yr T-note Yld 0.24% 0.32% 0.05% 33.33%
2-10 Yr Slope 1.64% 1.71% 0.01% 4.27%
90 day T-bill Yld 0.01% 0.08% 0.02% 700.00%
Gold ($/oz) $1,566.80 $1,711.50 $1.70 9.24%
WTI Oil ($/brl) $98.83 $107.40 $0.70 8.67%
VIX "Worry Index" 23.4 17.11 -0.18 -26.88%





Credit Spreads 12/30/   2011 3/9/       2012 Week Change Simple YTD %
Inv Grade Credit Idx 4.63% 3.83% 0.09% -17.28%
Low Grade Credit Idx 8.86% 7.01% 0.13% -20.88%
Markit CDX Inv Grd Idx 120 96 3.23% -20.00%
Markit CDX Mid Grd Idx 247 185 0.54% -25.10%
Low Grade to 10 yr T-Note Spread 698 498 1.43% -28.65%