Monday, July 5, 2010

Market Data: Week Ending 7/2/2010


Market Index 2009 Close 7/02   Close Week Change Simple YTD %
Dow Industrials Avg 10428.05 9,686.48 -4.51% -7.11%
S&P 500 1115.1 1,022.58 -5.03% -9.05%
Fed Funds Rate 0.25% 0.25% 0% 0%
10 yr T-bond Yld 3.85% 2.98% -0.13% -0.87%
5 yr T-note Yld
1.82% -0.08%
5 yr infl adj Note
0.28% 0.05%
Implied 5 yr Inflation %
1.54% -0.13%
2 yr T-note Yld 1.14% 0.62% -0.03% -0.52%
2-10 Yr Slope 2.70% 2.36% -0.10% -0.34%
90 day T-bill Yld
0.16% 0.03%
Gold ($/oz) $1,096.95 $1,207.70 -4.02% 10.10%
WTI Oil ($/brl) $79.36 $72.14 -8.52% -9.10%
VIX "Worry Index" 21.68 30.12 5.57% 38.93%





Credit Spreads
7/02   Close Week Change
Inv Grade Credit Idx
4.75% -0.11%
Low Grade Credit Idx
9.06% 0.17%
Markit CDX Inv Grd Idx
123 2.50%
Markit CDX Mid Grd Idx
176 1.15%