Monday, August 23, 2010

Market Data: Week Ending August 20, 2010


Market Index 2009 Close 8/20 Close Week Change Simple YTD %
Dow Industrials Avg 10428.05 10,213.62 -0.87% -2.06%
S&P 500 1115.1 1,071.69 -0.70% -4.05%
Fed Funds Rate 0.25% 0.25% 0% 0%
10 yr T-bond Yld 3.85% 2.61% -0.06% -1.24%
5 yr T-note Yld
1.45% 0.00%
5 yr infl adj Note
0.14% 0.08%
Implied 5 yr Inflation %
1.31% -0.08%
2 yr T-note Yld 1.14% 0.49% -0.04% -0.65%
2-10 Yr Slope 2.70% 2.12% -0.02% -0.58%
90 day T-bill Yld
0.15% 0.00%
Gold ($/oz) $1,096.95 $1,228.80 0.99% 12.02%
WTI Oil ($/brl) $79.36 $73.82 -2.08% -6.98%
VIX "Worry Index" 21.68 25.49 -2.86% 17.57%





Credit Spreads
8/20 Close Week Change
Inv Grade Credit Idx
4.33% -0.09%
Low Grade Credit Idx
8.48% 0.01%
Markit CDX Inv Grd Idx
109 0.00%
Markit CDX Mid Grd Idx
158 1.94%