Monday, July 19, 2010

Market Data: Week Ending 7/16/2010


Market Index 2009 Close 7/16   Close Week Change Simple YTD %
Dow Industrials Avg 10428.05 10,097.90 -0.98% -3.17%
S&P 500 1115.1 1,064.88 -1.21% -4.72%
Fed Funds Rate 0.25% 0.25% 0% 0%
10 yr T-bond Yld 3.85% 2.92% -0.13% -0.93%
5 yr T-note Yld
1.67% -0.17%
5 yr infl adj Note
0.26% -0.06%
Implied 5 yr Inflation %
1.41% -0.11%
2 yr T-note Yld 1.14% 0.58% -0.04% -0.56%
2-10 Yr Slope 2.70% 2.34% -0.09% -0.36%
90 day T-bill Yld
0.15% 0.00%
Gold ($/oz) $1,096.95 $1,188.20 -1.82% 8.32%
WTI Oil ($/brl) $79.36 $76.01 -0.11% -4.22%
VIX "Worry Index" 21.68 26.25 5.08% 21.08%





Credit Spreads
7/16   Close Week Change
Inv Grade Credit Idx
4.61% -0.13%
Low Grade Credit Idx
8.74% -0.21%
Markit CDX Inv Grd Idx
108 -4.42%
Markit CDX Mid Grd Idx
155 -5.49%