Monday, September 6, 2010

Market Data: Week Ending Sept. 3, 2010


Market Index 2009 Close 9/03 Close Week Change Simple YTD %
Dow Industrials Avg 10428.05 10,447.93 2.93% 0.19%
S&P 500 1115.1 1,104.51 3.75% -0.96%
Fed Funds Rate 0.25% 0.25% 0% 0%
10 yr T-bond Yld 3.85% 2.70% 0.06% -1.15%
5 yr T-note Yld
1.48% -0.01%
5 yr infl adj Note
0.14% 0.02%
Implied 5 yr Inflation %
1.34% -0.03%
2 yr T-note Yld 1.14% 0.51% -0.04% -0.63%
2-10 Yr Slope 2.70% 2.19% 0.10% -0.51%
90 day T-bill Yld
0.14% 0.00%
Gold ($/oz) $1,096.95 $1,251.10 1.06% 14.05%
WTI Oil ($/brl) $79.36 $74.60 -0.76% -6.00%
VIX "Worry Index" 21.68 21.31 -12.84% -1.71%





Credit Spreads
9/03 Close Week Change
Inv Grade Credit Idx
4.47% 0.08%
Low Grade Credit Idx
8.63% 0.11%
Markit CDX Inv Grd Idx
106 -7.83%
Markit CDX Mid Grd Idx
157 -5.42%