Monday, June 28, 2010

Market Data & Charts: Week Ending 6/25/2010

Below the "Read More" are updates of the charts last posted on June 1.

 
Market Index 2009 Close 6/25   Close Week Change Simple YTD %
Dow Industrials Avg 10428.05 10,143.81 -2.94% -2.73%
S&P 500 1115.1 1,076.76 -3.65% -3.56%
Fed Funds Rate 0.25% 0.25% 0% 0%
10 yr T-bond Yld 3.85% 3.11% -0.15% -0.74%
5 yr T-note Yld
1.90% -0.16%
5 yr infl adj Note
0.23% -0.08%
Implied 5 yr Inflation %
1.67% -0.08%
2 yr T-note Yld 1.14% 0.65% -0.08% -0.49%
2-10 Yr Slope 2.70% 2.46% -0.07% -0.24%
90 day T-bill Yld
0.13% 0.04%
Gold ($/oz) $1,096.95 $1,256.20 -0.13% 14.52%
WTI Oil ($/brl) $79.36 $78.86 0.96% -0.63%
VIX "Worry Index" 21.68 28.53 19.12% 31.60%





Credit Spreads
6/25   Close Week Change
Inv Grade Credit Idx
4.86% -0.06%
Low Grade Credit Idx
8.89% -0.05%
Markit CDX Inv Grd Idx
120 5.26%
Markit CDX Mid Grd Idx
174 0.00%