Monday, May 9, 2011

Market Data: Week Ending May 6, 2011


Market Index 12/31  Close 5/6      Close Week Change Simple YTD %
Dow Industrials Avg 11,577.50 12,638.70 -1.34% 9.17%
S&P 500 1,257.64 1,340.20 -1.72% 6.56%
Fed Funds Rate 0.10% 0.10% 0.00% 0.00%
10 yr T-note Yld 3.29% 3.15% -0.14% -4.26%
5 yr T-note Yld 2.01% 1.86% -0.11% -7.46%
5 yr TIPS - 'Real' Yld -0.06% -0.46% 0.07% -666.67%
Implied 5 yr Inflation % 2.07% 2.32% -0.18% 12.08%
2 yr T-note Yld 0.59% 0.55% -0.05% -6.78%
2-10 Yr Slope 2.70% 2.60% -0.09% -3.70%
90 day T-bill Yld 0.12% 0.01% -0.03% -91.67%
Gold ($/oz) $1,421.40 $1,491.60 -$64.80 4.94%
WTI Oil ($/brl) $91.38 $97.18 -$16.75 6.35%
VIX "Worry Index" 17.75 18.4 3.65 3.66%





Credit Spreads 12/31  Close 5/6      Close Week Change Simple YTD %
Inv Grade Credit Idx 4.78% 4.38% -0.14% -8.37%
Low Grade Credit Idx 8.32% 7.12% -0.54% -14.42%
Markit CDX Inv Grd Idx 85 91 1.11% 7.06%
Markit CDX Mid Grd Idx 131 150 4.90% 14.50%