Monday, September 13, 2010

Market Data: Week Ending Sept. 10, 2010


Market Index 2009
Close
9/10
Close
Week Change Simple YTD %
Dow Industrials Avg 10428.05 10,462.77 0.14% 0.33%
S&P 500 1115.1 1,109.55 0.46% -0.50%
Fed Funds Rate 0.25% 0.25% 0% 0%
10 yr T-bond Yld 3.85% 2.79% 0.09% -1.06%
5 yr T-note Yld
1.58% 0.10%
5 yr infl adj Note
0.15% 0.01%
Implied 5 yr Inflation %
1.43% 0.09%
2 yr T-note Yld 1.14% 0.57% 0.06% -0.57%
2-10 Yr Slope 2.70% 2.22% 0.03% -0.48%
90 day T-bill Yld
0.13% -0.01%
Gold ($/oz) $1,096.95 $1,246.50 -0.37% 13.63%
WTI Oil ($/brl) $79.36 $76.45 2.48% -3.67%
VIX "Worry Index" 21.68 21.99 3.19% 1.43%





Credit Spreads
9/10
Close
Week Change
Inv Grade Credit Idx
4.51% 0.04%
Low Grade Credit Idx
8.50% -0.13%
Markit CDX Inv Grd Idx
105 -0.94%
Markit CDX Mid Grd Idx
157 0.00%