Monday, August 16, 2010

Market Data: Week Ending August 13, 2010


Market Index 2009 Close 8/13 Close Week Change Simple YTD %
Dow Industrials Avg 10428.05 10,303.15 -3.29% -1.20%
S&P 500 1115.1 1,079.25 -3.78% -3.32%
Fed Funds Rate 0.25% 0.25% 0% 0%
10 yr T-bond Yld 3.85% 2.67% -0.15% -1.18%
5 yr T-note Yld
1.45% -0.05%
5 yr infl adj Note
0.06% 0.09%
Implied 5 yr Inflation %
1.39% -0.14%
2 yr T-note Yld 1.14% 0.53% 0.02% -0.61%
2-10 Yr Slope 2.70% 2.14% -0.17% -0.56%
90 day T-bill Yld
0.15% 0.01%
Gold ($/oz) $1,096.95 $1,216.60 0.93% 10.91%
WTI Oil ($/brl) $79.36 $75.39 -6.58% -5.00%
VIX "Worry Index" 21.68 26.24 20.70% 21.03%





Credit Spreads
8/13 Close Week Change
Inv Grade Credit Idx
4.42% -0.02%
Low Grade Credit Idx
8.47% 0.17%
Markit CDX Inv Grd Idx
109 6.86%
Markit CDX Mid Grd Idx
155 7.64%