Wednesday, May 11, 2011

Fed Funds and Aggregate Demand Watch 5/11/2011


S&P 500
April 27 : 1357
May 7 : 1347.32
May 11 : 1342.08

Treasuries
2 year
April 27: 0.64
May 7 : 0.59
May 11 : 0.55
10 Year
April 27 : 3.35
May 7 : 3.22
May 11 : 3.15
30 Year
April 27 : 4.45
May 7 : 4.32
May 11 : 4.30

Inflation Expectations
2 year inflation swaps
April 27 : 2.65
May 7 : 2.62
May 11 : 2.32
5 Year TIPS spread
April 27 : 2.38
May 7 : 2.44
May 11 : 2.26
10 Year TIPS spread
April 27 : 2.6
May 7 : 2.57
May 11 : 2.45
30 Year TIPS spread
April 27 : 2.68
May 7 : 2.67
May 11 : 2.59

Bloomberg Commodity Index
April 27 : 1766.98
May 7 : 1728.18
May 11 : 1638.78

EUR USD
May 7 : 1.486
May 11 : 1.4197

(Data from bloomberg.com)

Markets couldn't be clearer right now; expected aggregate demand is tumbling. So much for a self-sustaining recovery...

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