Monday, June 14, 2010

Market Data: Week Ending 6/11/2010


Market Index 2009 Close 6/11   Close Week Change Simple YTD %
Dow Industrials Avg 10428.05 10,211.07 2.82% -2.08%
S&P 500 1115.1 1,091.60 2.51% -2.15%
Fed Funds Rate 0.25% 0.25% 0% 0%
10 yr T-bond Yld 3.85% 3.23% 0.03% -0.62%
5 yr T-note Yld
2.03% 0.05%
5 yr infl adj Note
0.27% 0.00%
Implied 5 yr Inflation %
1.76% 0.05%
2 yr T-note Yld 1.14% 0.73% 0.00% -0.41%
2-10 Yr Slope 2.70% 2.50% 0.03% -0.20%
90 day T-bill Yld
0.07% -0.05%
Gold ($/oz) $1,096.95 $1,217.70 0.00% 11.01%
WTI Oil ($/brl) $79.36 $73.78 3.17% -7.03%
VIX "Worry Index" 21.68 28.79 -18.86% 32.80%





Credit Spreads
6/11   Close Week Change
Inv Grade Credit Idx
5.02% 0.09%
Low Grade Credit Idx
9.29% 0.20%
Markit CDX Inv Grd Idx
125 6.84%
Markit CDX Mid Grd Idx
193 11.56%