Monday, July 26, 2010

Market Data: Week Ending 7/23/2010


Market Index 2009 Close 7/23 Close Week Change Simple YTD %
Dow Industrials Avg 10428.05 10,424.62 3.24% -0.03%
S&P 500 1115.1 1,102.66 3.55% -1.13%
Fed Funds Rate 0.25% 0.25% 0% 0%
10 yr T-bond Yld 3.85% 2.99% 0.07% -0.86%
5 yr T-note Yld
1.73% 0.06%
5 yr infl adj Note
0.30% 0.04%
Implied 5 yr Inflation %
1.43% 0.02%
2 yr T-note Yld 1.14% 0.58% 0.00% -0.56%
2-10 Yr Slope 2.70% 2.41% 0.07% -0.29%
90 day T-bill Yld
0.15% 0.00%
Gold ($/oz) $1,096.95 $1,187.80 -0.03% 8.28%
WTI Oil ($/brl) $79.36 $78.98 3.91% -0.48%
VIX "Worry Index" 21.68 23.47 -10.59% 8.26%





Credit Spreads
7/23 Close Week Change
Inv Grade Credit Idx
4.58% -0.16%
Low Grade Credit Idx
8.60% -0.35%
Markit CDX Inv Grd Idx
108 -4.42%
Markit CDX Mid Grd Idx
154 -6.10%