Monday, June 21, 2010

Market Data: Week Ending 6/18/2010


Market Index 2009 Close 6/18   Close Week Change Simple YTD %
Dow Industrials Avg 10428.05 10,450.64 2.35% 0.22%
S&P 500 1115.1 1,117.51 2.37% 0.22%
Fed Funds Rate 0.25% 0.25% 0% 0%
10 yr T-bond Yld 3.85% 3.26% 0.03% -0.59%
5 yr T-note Yld
2.06% 0.03%
5 yr infl adj Note
0.31% 0.04%
Implied 5 yr Inflation %
1.75% -0.01%
2 yr T-note Yld 1.14% 0.73% 0.00% -0.41%
2-10 Yr Slope 2.70% 2.53% 0.03% -0.17%
90 day T-bill Yld
0.09% 0.02%
Gold ($/oz) $1,096.95 $1,257.80 3.19% 14.66%
WTI Oil ($/brl) $79.36 $78.11 5.87% -1.58%
VIX "Worry Index" 21.68 23.95 -16.81% 10.47%





Credit Spreads
6/18   Close Week Change
Inv Grade Credit Idx
4.92% -0.10%
Low Grade Credit Idx
8.94% -0.35%
Markit CDX Inv Grd Idx
114 -8.80%
Markit CDX Mid Grd Idx
174 -9.84%