Monday, May 2, 2011

Market Data & Graphs: Week Ending April 29, 2011


Market Index 12/31 Close 4/29 Close Week Change Simple YTD %
Dow Industrials Avg 11,577.50 12,810.54 2.44% 10.65%
S&P 500 1,257.64 1,363.61 1.96% 8.43%
Fed Funds Rate 0.10% 0.10% -0.01% 0.00%
10 yr T-note Yld 3.29% 3.29% -0.10% 0.00%
5 yr T-note Yld 2.01% 1.97% -0.14% -1.99%
5 yr TIPS - 'Real' Yld -0.06% -0.53% -0.68% -783.33%
Implied 5 yr Inflation % 2.07% 2.50% 0.54% 20.77%
2 yr T-note Yld 0.59% 0.60% -0.05% 1.69%
2-10 Yr Slope 2.70% 2.69% -0.05% -0.37%
90 day T-bill Yld 0.12% 0.04% -0.01% -66.67%
Gold ($/oz) $1,421.40 $1,556.40 $52.60 9.50%
WTI Oil ($/brl) $91.38 $113.93 $1.64 24.68%
VIX "Worry Index" 17.75 14.75 0.06 -16.90%





Credit Spreads 12/31 Close 4/29 Close Week Change Simple YTD %
Inv Grade Credit Idx 4.78% 4.52% -0.07% -5.44%
Low Grade Credit Idx 8.32% 7.66% -0.12% -7.93%
Markit CDX Inv Grd Idx 85 90 -3.23% 5.88%
Markit CDX Mid Grd Idx 131 143 -4.03% 9.16%