Monday, May 24, 2010

Market Data: Week Ending 5/21/2010

Market Index 2009 Close 5/21   Close Week Change YTD Change
Dow Industrials Avg 10428.05 10,193.39 -4.02% -2.25%
S&P 500 1115.1 1,087.69 -4.23% -2.52%
Fed Funds Rate 0.25% 0.25% 0% 0%
10 yr T-bond Yld 3.85% 3.24% -0.21% -0.61%
5 yr T-note Yld
2.02% -0.14%
5 yr infl adj Note
0.42% 0.12%
Implied 5 yr Inflation %
1.60% -0.26%
2 yr T-note Yld 1.14% 0.76% -0.02% -0.38%
2-10 Yr Slope 2.70% 2.48% -0.19% -0.22%
90 day T-bill Yld
0.15% 0.00%
Gold ($/oz) $1,096.95 $1,176.10 -4.40% 7.22%
WTI Oil ($/brl) $79.36 $71.68 0.10% -9.68%
VIX "Worry Index" 21.68 40.1 50.30% 84.96%





Credit Spreads
5/21   Close Week Change
Inv Grade Credit Idx
4.90% 0.05%
Low Grade Credit Idx
9.11% 0.49%
Markit CDX Inv Grd Idx
123 23.00%
Markit CDX Mid Grd Idx
173 15.33%