Monday, July 12, 2010

Market Data: Week Ending 7/9/2010


Market Index 2009 Close 7/09   Close Week Change Simple YTD %
Dow Industrials Avg 10428.05 10,198.03 5.28% -2.21%
S&P 500 1115.1 1,077.96 5.42% -3.45%
Fed Funds Rate 0.25% 0.25% 0% 0%
10 yr T-bond Yld 3.85% 3.05% 0.07% -0.80%
5 yr T-note Yld
1.84% 0.02%
5 yr infl adj Note
0.32% 0.04%
Implied 5 yr Inflation %
1.52% -0.02%
2 yr T-note Yld 1.14% 0.62% 0.00% -0.52%
2-10 Yr Slope 2.70% 2.43% 0.07% -0.27%
90 day T-bill Yld
0.15% -0.01%
Gold ($/oz) $1,096.95 $1,209.80 0.17% 10.29%
WTI Oil ($/brl) $79.36 $76.09 5.48% -4.12%
VIX "Worry Index" 21.68 24.98 -17.07% 15.22%





Credit Spreads
7/09   Close Week Change
Inv Grade Credit Idx
4.74% -0.01%
Low Grade Credit Idx
8.95% -0.11%
Markit CDX Inv Grd Idx
113 -8.13%
Markit CDX Mid Grd Idx
164 -6.82%