Monday, September 27, 2010

Market Data: Week Ending Sept. 24, 2010


Market Index 2009 Close 9/24 Close Week Change Simple YTD %
Dow Industrials Avg 10428.05 10,860.26 2.38% 4.14%
S&P 500 1115.1 1,148.67 2.05% 2.92%
Fed Funds Rate 0.25% 0.22% 0% 0%
10 yr T-note Yld 3.85% 2.60% -0.14% -1.25%
5 yr T-note Yld
1.35% -0.08%
5 yr infl adj Note
0.02% -0.09%
Implied 5 yr Inflation %
1.33% 0.01%
2 yr T-note Yld 1.14% 0.44% -0.02% -0.70%
2-10 Yr Slope 2.70% 2.16% -0.12% -0.54%
90 day T-bill Yld
0.14% -0.01%
Gold ($/oz) $1,096.95 $1,298.10 1.59% 18.34%
WTI Oil ($/brl) $79.36 $76.49 3.84% -3.62%
VIX "Worry Index" 21.68 21.71 -1.36% 0.14%





Credit Spreads
9/24 Close Week Change
Inv Grade Credit Idx
4.38% -0.07%
Low Grade Credit Idx
8.32% -0.14%
Markit CDX Inv Grd Idx
114 9.62%
Markit CDX Mid Grd Idx
175 11.46%