Monday, April 2, 2012

Market Data & Graphs: Week Ending March 30, 2012


Market Index 12/30/   2011 3/30/     2012 Week Change Simple YTD %
Dow Industrials Avg 12,217.56 13,212.04 1.00% 8.14%
S&P 500 1,257.60 1,408.47 0.81% 12.00%
Fed Funds Rate 0.04% 0.10% -0.05% 150.00%
10 yr T-note Yld 1.88% 2.21% -0.02% 17.55%
5 yr T-note Yld 0.83% 1.04% -0.04% 25.30%
5 yr TIPS - 'Real' Yld -0.89% -1.26% -0.04% -41.57%
Implied 5 yr Inflation % 1.72% 2.30% 0.00% 33.72%
2 yr T-note Yld 0.24% 0.33% -0.02% 37.50%
2-10 Yr Slope 1.64% 1.88% 0.00% 14.63%
90 day T-bill Yld 0.01% 0.07% 0.00% 600.00%
Gold ($/oz) $1,566.80 $1,671.90 $9.50 6.71%
WTI Oil ($/brl) $98.83 $103.02 -$3.85 4.24%
VIX "Worry Index" 23.4 15.5 0.68 -33.76%





Credit Spreads 12/30/   2011 3/30/     2012 Week Change Simple YTD %
Inv Grade Credit Idx 4.63% 3.89% -0.03% -15.98%
Low Grade Credit Idx 8.86% 7.14% 0.01% -19.41%
Markit CDX Inv Grd Idx 120 93 3.33% -22.50%
Markit CDX Mid Grd Idx 247 183 2.23% -25.91%
Mid Grade to 10 yr T-Note Spread 698 493 0.61% -29.37%