Monday, April 23, 2012

Market Data: Week Ending April 20, 2012


Market Index 12/30/   2011 4/20/     2012 Week Change Simple YTD %
Dow Industrials Avg 12,217.56 13,029.26 1.40% 6.64%
S&P 500 1,257.60 1,378.53 0.60% 9.62%
Fed Funds Rate 0.04% 0.13% -0.04% 225.00%
10 yr T-note Yld 1.88% 1.96% -0.02% 4.26%
5 yr T-note Yld 0.83% 0.84% -0.01% 1.20%
5 yr TIPS - 'Real' Yld -0.89% -1.14% 0.19% -28.09%
Implied 5 yr Inflation % 1.72% 1.98% -0.20% 15.12%
2 yr T-note Yld 0.24% 0.26% -0.01% 8.33%
2-10 Yr Slope 1.64% 1.70% -0.01% 3.66%
90 day T-bill Yld 0.01% 0.07% -0.01% 600.00%
Gold ($/oz) $1,566.80 $1,642.80 -$17.40 4.85%
WTI Oil ($/brl) $98.83 $103.88 $1.05 5.11%
VIX "Worry Index" 23.4 17.44 -2.11 -25.47%





Credit Spreads 12/30/   2011 4/20/     2012 Week Change Simple YTD %
Inv Grade Credit Idx 4.63% 3.89% -0.01% -15.98%
Low Grade Credit Idx 8.86% 7.37% 0.00% -16.82%
Markit CDX Inv Grd Idx 120 100 3.09% -16.67%
Markit CDX Mid Grd Idx 247 203 1.50% -17.81%
Low Grade to 10 yr T-Note Spread 698 541 0.37% -22.49%