Monday, May 7, 2012

Market Data: Week Ending May 4, 2012


Market Index 12/30/   2011 5/4/       2012 Week Change Simple YTD %
Dow Industrials Avg 12,217.56 13,038.27 -1.44% 6.72%
S&P 500 1,257.60 1,369.10 -2.44% 8.87%
Fed Funds Rate 0.04% 0.16% 0.02% 300.00%
10 yr T-note Yld 1.88% 1.88% -0.05% 0.00%
5 yr T-note Yld 0.83% 0.78% -0.05% -6.02%
5 yr TIPS - 'Real' Yld -0.89% -1.20% 0.06% -34.83%
Implied 5 yr Inflation % 1.72% 1.98% -0.11% 15.12%
2 yr T-note Yld 0.24% 0.25% -0.01% 4.17%
2-10 Yr Slope 1.64% 1.63% -0.04% -0.61%
90 day T-bill Yld 0.01% 0.07% -0.02% 600.00%
Gold ($/oz) $1,566.80 $1,645.20 -$19.60 5.00%
WTI Oil ($/brl) $98.83 $98.49 -$6.44 -0.34%
VIX "Worry Index" 23.4 19.16 2.84 -18.12%





Credit Spreads 12/30/   2011 5/4/       2012 Week Change Simple YTD %
Inv Grade Credit Idx 4.63% 3.74% -0.12% -19.22%
Mid Grade Credit Idx 8.86% 7.07% -0.16% -20.20%
Markit CDX Inv Grd Idx 120 96 0.00% -20.00%
Markit CDX Mid Grd Idx 247 195 1.56% -21.05%
Mid Grade to 10 yr T-Note Spread 698 519 -2.08% -25.64%