Monday, April 9, 2012

Market Data: Week Ending April 6, 2012


Market Index 12/30/   2011 4/6/2012 Week Change Simple YTD %
Dow Industrials Avg 12,217.56 13,060.10 -1.15% 6.90%
S&P 500 1,257.60 1,398.08 -0.74% 11.17%
Fed Funds Rate 0.04% 0.11% 0.01% 175.00%
10 yr T-note Yld 1.88% 2.06% -0.15% 9.57%
5 yr T-note Yld 0.83% 0.91% -0.13% 9.64%
5 yr TIPS - 'Real' Yld -0.89% -1.27% -0.01% -42.70%
Implied 5 yr Inflation % 1.72% 2.18% -0.12% 26.74%
2 yr T-note Yld 0.24% 0.32% -0.01% 33.33%
2-10 Yr Slope 1.64% 1.74% -0.14% 6.10%
90 day T-bill Yld 0.01% 0.07% 0.00% 600.00%
Gold ($/oz) $1,566.80 $1,631.10 -$40.80 4.10%
WTI Oil ($/brl) $98.83 $102.22 -$0.80 3.43%
VIX "Worry Index" 23.4 16.7 1.2 -28.63%





Credit Spreads 12/30/   2011 4/6/2012 Week Change Simple YTD %
Inv Grade Credit Idx 4.63% 3.96% 0.07% -14.47%
Low Grade Credit Idx 8.86% 7.33% 0.19% -17.27%
Markit CDX Inv Grd Idx 120 97 4.30% -19.17%
Markit CDX Mid Grd Idx 247 191 4.37% -22.67%
Low Grade to 10 yr T-Note Spread 698 527 6.90% -24.50%