Monday, May 16, 2011

Market Data: Week Ending May 13, 2011


Market Index 12/31  Close 5/13    Close Week Change Simple YTD %
Dow Industrials Avg 11,577.50 12,595.80 -0.34% 8.80%
S&P 500 1,257.64 1,337.77 -0.18% 6.37%
Fed Funds Rate 0.10% 0.10% 0.00% 0.00%
10 yr T-note Yld 3.29% 3.17% 0.02% -3.65%
5 yr T-note Yld 2.01% 1.83% -0.03% -8.96%
5 yr TIPS - 'Real' Yld -0.06% -0.37% 0.09% -516.67%
Implied 5 yr Inflation % 2.07% 2.20% -0.12% 6.28%
2 yr T-note Yld 0.59% 0.53% -0.02% -10.17%
2-10 Yr Slope 2.70% 2.64% 0.04% -2.22%
90 day T-bill Yld 0.12% 0.02% 0.01% -83.33%
Gold ($/oz) $1,421.40 $1,493.60 $2.00 5.08%
WTI Oil ($/brl) $91.38 $99.65 $2.47 9.05%
VIX "Worry Index" 17.75 17.07 -1.33 -3.83%





Credit Spreads 12/31  Close 5/13    Close Week Change Simple YTD %
Inv Grade Credit Idx 4.78% 4.40% 0.02% -7.95%
Low Grade Credit Idx 8.32% 7.14% 0.02% -14.18%
Markit CDX Inv Grd Idx 85 88 -3.30% 3.53%
Markit CDX Mid Grd Idx 131 151 0.67% 15.27%