Monday, April 30, 2012

Market Data & Graph's: Week Ending April 27, 2012


Market Index 12/30/   2011 4/27/     2012 Week Change Simple YTD %
Dow Industrials Avg 12,217.56 13,228.31 1.53% 8.27%
S&P 500 1,257.60 1,403.36 1.80% 11.59%
Fed Funds Rate 0.04% 0.14% 0.01% 250.00%
10 yr T-note Yld 1.88% 1.93% -0.03% 2.66%
5 yr T-note Yld 0.83% 0.83% -0.01% 0.00%
5 yr TIPS - 'Real' Yld -0.89% -1.26% -0.12% -41.57%
Implied 5 yr Inflation % 1.72% 2.09% 0.11% 21.51%
2 yr T-note Yld 0.24% 0.26% 0.00% 8.33%
2-10 Yr Slope 1.64% 1.67% -0.03% 1.83%
90 day T-bill Yld 0.01% 0.09% 0.02% 800.00%
Gold ($/oz) $1,566.80 $1,664.80 $22.00 6.25%
WTI Oil ($/brl) $98.83 $104.93 $1.05 6.17%
VIX "Worry Index" 23.4 16.32 -1.12 -30.26%





Credit Spreads 12/30/   2011 4/27/     2012 Week Change Simple YTD %
Inv Grade Credit Idx 4.63% 3.86% -0.03% -16.63%
Mid Grade Credit Idx 8.86% 7.23% -0.14% -18.40%
Markit CDX Inv Grd Idx 120 96 -4.00% -20.00%
Markit CDX Mid Grd Idx 247 192 -5.42% -22.27%
Mid Grade to 10 yr T-Note Spread 698 530 -2.03% -24.07%