Monday, November 22, 2010

Market Data: Week Ending November 19, 2010


Market Index 2009 Close 11/19 Close Week Change Simple YTD %
Dow Industrials Avg 10428.05 11,203.50 0.10% 7.44%
S&P 500 1115.1 1,199.73 0.04% 7.05%
Fed Funds Rate 0.25% 0.20% -0.02% 0%
10 yr T-note Yld 3.85% 2.87% 0.08% -0.98%
5 yr T-note Yld
1.52% 0.16%
5 yr TIPS - 'Real' Yld
-0.20% 0.13%
Implied 5 yr Inflation %
1.72% 0.03%
2 yr T-note Yld 1.14% 0.50% 0.00% -0.64%
2-10 Yr Slope 2.70% 2.37% 0.08% -0.33%
90 day T-bill Yld
0.13% 0.01%
Gold ($/oz) $1,096.95 $1,352.30 -0.98% 23.28%
WTI Oil ($/brl) $79.36 $81.98 -3.42% 3.30%
VIX "Worry Index" 21.68 18.04 -12.47% -16.79%





Credit Spreads
11/19 Close Week Change
Inv Grade Credit Idx
4.61% 0.09%
Low Grade Credit Idx
8.18% 0.12%
Markit CDX Inv Grd Idx
91 1.11%
Markit CDX Mid Grd Idx
141 0.71%