Monday, November 29, 2010

Market Data: Week Ending November 19, 2010


Market Index 2009   Close 11/26  Close Week Change Simple YTD %
Dow Industrials Avg 10428.05 11,092.00 -1.00% 6.37%
S&P 500 1115.1 1,189.40 -0.86% 6.25%
Fed Funds Rate 0.25% 0.20% 0.00% 0%
10 yr T-note Yld 3.85% 2.87% 0.00% -0.98%
5 yr T-note Yld
1.53% 0.01%
5 yr TIPS - 'Real' Yld
-0.21% -0.01%
Implied 5 yr Inflation %
1.74% 0.02%
2 yr T-note Yld 1.14% 0.51% 0.01% -0.63%
2-10 Yr Slope 2.70% 2.36% -0.01% -0.34%
90 day T-bill Yld
0.15% 0.02%
Gold ($/oz) $1,096.95 $1,364.30 0.88% 24.37%
WTI Oil ($/brl) $79.36 $83.76 2.17% 5.54%
VIX "Worry Index" 21.68 22.22 23.17% 2.49%





Credit Spreads
11/26  Close Week Change
Inv Grade Credit Idx
4.64% 0.03%
Low Grade Credit Idx
8.44% 0.26%
Markit CDX Inv Grd Idx
93 2.20%
Markit CDX Mid Grd Idx
146 3.55%