Monday, April 16, 2012

Market Data: Week Ending April 6, 2012


Market Index 12/30/   2011 4/13/     2012 Week Change Simple YTD %
Dow Industrials Avg 12,217.56 12,849.60 -1.61% 5.17%
S&P 500 1,257.60 1,370.26 -1.99% 8.96%
Fed Funds Rate 0.04% 0.17% 0.06% 325.00%
10 yr T-note Yld 1.88% 1.98% -0.08% 5.32%
5 yr T-note Yld 0.83% 0.85% -0.06% 2.41%
5 yr TIPS - 'Real' Yld -0.89% -1.33% -0.06% -49.44%
Implied 5 yr Inflation % 1.72% 2.18% 0.00% 26.74%
2 yr T-note Yld 0.24% 0.27% -0.05% 12.50%
2-10 Yr Slope 1.64% 1.71% -0.03% 4.27%
90 day T-bill Yld 0.01% 0.08% 0.01% 700.00%
Gold ($/oz) $1,566.80 $1,660.20 $29.10 5.96%
WTI Oil ($/brl) $98.83 $102.83 $0.61 4.05%
VIX "Worry Index" 23.4 19.55 2.85 -16.45%





Credit Spreads 12/30/   2011 4/13/     2012 Week Change Simple YTD %
Inv Grade Credit Idx 4.63% 3.90% -0.06% -15.77%
Low Grade Credit Idx 8.86% 7.37% 0.04% -16.82%
Markit CDX Inv Grd Idx 120 97 0.00% -19.17%
Markit CDX Mid Grd Idx 247 200 4.71% -19.03%
Low Grade to 10 yr T-Note Spread 698 539 2.28% -22.78%