Monday, June 7, 2010

Market Data: Week Ending 6/4/2010


Market Index 2009 Close 6/04   Close Week Change YTD Change
Dow Industrials Avg 10428.05 9,931.22 -2.03% -4.76%
S&P 500 1115.1 1,064.88 -2.25% -4.72%
Fed Funds Rate 0.25% 0.25% 0% 0%
10 yr T-bond Yld 3.85% 3.20% -0.09% -0.65%
5 yr T-note Yld
1.98% -0.11%
5 yr infl adj Note
0.27% -0.07%
Implied 5 yr Inflation %
1.71% -0.04%
2 yr T-note Yld 1.14% 0.73% -0.04% -0.41%
2-10 Yr Slope 2.70% 2.47% -0.05% -0.23%
90 day T-bill Yld
0.12% -0.04%
Gold ($/oz) $1,096.95 $1,217.70 0.22% 11.01%
WTI Oil ($/brl) $79.36 $71.51 -3.33% -9.89%
VIX "Worry Index" 21.68 35.48 10.63% 63.65%





Credit Spreads
6/04   Close Week Change
Inv Grade Credit Idx
4.93% -0.03%
Low Grade Credit Idx
9.09% 0.12%
Markit CDX Inv Grd Idx
117 1.74%
Markit CDX Mid Grd Idx
173 -2.26%