Sunday, August 29, 2010

Market Data & Monthly Charts: Week Ending August 27, 2010


Market Index 2009 Close 8/27 Close Week Change Simple YTD %
Dow Industrials Avg 10428.05 10,150.65 -0.62% -2.66%
S&P 500 1115.1 1,064.59 -0.66% -4.74%
Fed Funds Rate 0.25% 0.25% 0% 0%
10 yr T-bond Yld 3.85% 2.64% 0.03% -1.21%
5 yr T-note Yld
1.49% 0.04%
5 yr infl adj Note
0.12% -0.02%
Implied 5 yr Inflation %
1.37% 0.06%
2 yr T-note Yld 1.14% 0.55% 0.06% -0.59%
2-10 Yr Slope 2.70% 2.09% -0.03% -0.61%
90 day T-bill Yld
0.14% -0.01%
Gold ($/oz) $1,096.95 $1,237.90 0.74% 12.85%
WTI Oil ($/brl) $79.36 $75.17 1.83% -5.28%
VIX "Worry Index" 21.68 24.45 -4.08% 12.78%





Credit Spreads
8/27 Close Week Change
Inv Grade Credit Idx
4.39% 0.06%
Low Grade Credit Idx
8.52% 0.04%
Markit CDX Inv Grd Idx
115 5.50%
Markit CDX Mid Grd Idx
166 5.06%