Monday, November 15, 2010

Market Data: Week Ending November 12, 2010


Market Index 2009   Close 11/12  Close Week Change Simple YTD %
Dow Industrials Avg 10428.05 11,192.60 0.67% 7.33%
S&P 500 1115.1 1,199.21 1.35% 7.01%
Fed Funds Rate 0.25% 0.22% 0.00% 0%
10 yr T-note Yld 3.85% 2.79% 0.19% -1.06%
5 yr T-note Yld
1.36% 0.19%
5 yr TIPS - 'Real' Yld
-0.33% 0.10%
Implied 5 yr Inflation %
1.69% 0.09%
2 yr T-note Yld 1.14% 0.50% 0.16% -0.64%
2-10 Yr Slope 2.70% 2.29% 0.03% -0.41%
90 day T-bill Yld
0.12% 0.01%
Gold ($/oz) $1,096.95 $1,365.50 0.58% 24.48%
WTI Oil ($/brl) $79.36 $84.88 4.24% 6.96%
VIX "Worry Index" 21.68 20.61 -2.78% -4.94%





Credit Spreads
11/12   Close Week Change
Inv Grade Credit Idx
4.52% 0.15%
Low Grade Credit Idx
8.06% 0.21%
Markit CDX Inv Grd Idx
90 -4.26%
Markit CDX Mid Grd Idx
140 -7.89%