Monday, August 9, 2010

Market Data: Week Ending August 6, 2010


Market Index 2009 Close 8/06 Close Week Change Simple YTD %
Dow Industrials Avg 10428.05 10,653.56 1.79% 2.16%
S&P 500 1115.1 1,121.64 1.82% 0.58%
Fed Funds Rate 0.25% 0.25% 0% 0%
10 yr T-bond Yld 3.85% 2.82% -0.09% -1.03%
5 yr T-note Yld
1.50% -0.10%
5 yr infl adj Note
-0.03% -0.13%
Implied 5 yr Inflation %
1.53% 0.03%
2 yr T-note Yld 1.14% 0.51% -0.07% -0.63%
2-10 Yr Slope 2.70% 2.31% -0.02% -0.39%
90 day T-bill Yld
0.14% 0.00%
Gold ($/oz) $1,096.95 $1,205.30 1.78% 9.88%
WTI Oil ($/brl) $79.36 $80.70 2.22% 1.69%
VIX "Worry Index" 21.68 21.74 -7.49% 0.28%





Credit Spreads
8/06 Close Week Change
Inv Grade Credit Idx
4.44% -0.04%
Low Grade Credit Idx
8.30% -0.14%
Markit CDX Inv Grd Idx
102 -1.92%
Markit CDX Mid Grd Idx
144 -2.70%