Monday, May 17, 2010

Market Data: Week Ending May 14, 2010

Market Index 2009 Close 5/14   Close Week Change YTD Change
Dow Industrials Avg 10428.05 10,620.16 2.31% 1.84%
S&P 500 1115.1 1,135.68 2.23% 1.81%
Fed Funds Rate 0.25% 0.25% 0% 0%
10 yr T-bond Yld 3.85% 3.45% 0.02% -0.40%
5 yr T-note Yld
2.16% 0.00%
5 yr infl adj Note
0.30% -0.08%
Implied 5 yr Inflation %
1.86% 0.08%
2 yr T-note Yld 1.14% 0.78% -0.03% -0.36%
2-10 Yr Slope 2.70% 2.67% 0.05% -0.03%
90 day T-bill Yld
0.15% 0.03%
Gold ($/oz) $1,096.95 $1,227.80 1.42% 11.93%
WTI Oil ($/brl) $79.36 $71.61 -4.66% -9.77%
VIX "Worry Index" 21.68 26.68 -18.66% 23.06%





Credit Spreads
5/14   Close Week Change
Inv Grade Credit Idx
4.85% -0.09%
Low Grade Credit Idx
8.62% -0.24%
Markit CDX Inv Grd Idx
100 8.70%
Markit CDX Mid Grd Idx
150 4.90%