Monday, September 20, 2010

Market Data: Week Ending Sept. 17, 2010


Market Index 2009 Close 9/17 Close Week Change Simple YTD %
Dow Industrials Avg 10428.05 10,607.85 1.39% 1.72%
S&P 500 1115.1 1,125.59 1.45% 0.93%
Fed Funds Rate 0.25% 0.25% 0% 0%
10 yr T-note Yld 3.85% 2.74% -0.05% -1.11%
5 yr T-note Yld
1.43% -0.15%
5 yr infl adj Note
0.11% -0.04%
Implied 5 yr Inflation %
1.32% -0.11%
2 yr T-note Yld 1.14% 0.46% -0.11% -0.68%
2-10 Yr Slope 2.70% 2.28% 0.06% -0.42%
90 day T-bill Yld
0.15% 0.02%
Gold ($/oz) $1,096.95 $1,277.50 2.43% 16.46%
WTI Oil ($/brl) $79.36 $73.66 -3.65% -7.18%
VIX "Worry Index" 21.68 22.01 0.09% 1.52%





Credit Spreads
9/17 Close Week Change
Inv Grade Credit Idx
4.45% -0.06%
Low Grade Credit Idx
8.46% -0.04%
Markit CDX Inv Grd Idx
104 -0.95%
Markit CDX Mid Grd Idx
157 0.00%