Monday, November 8, 2010

Market Data: Week Ending November 5, 2010


Market Index 2009   Close 11/05  Close Week Change Simple YTD %
Dow Industrials Avg 10428.05 11,444.10 2.93% 9.74%
S&P 500 1115.1 1,225.85 3.60% 9.03%
Fed Funds Rate 0.25% 0.20% -0.02% 0%
10 yr T-note Yld 3.85% 2.53% -0.07% -1.32%
5 yr T-note Yld
1.09% -0.08%
5 yr TIPS - 'Real' Yld
-0.60% -0.17%
Implied 5 yr Inflation %
1.69% 0.09%
2 yr T-note Yld 1.14% 0.37% 0.03% -0.77%
2-10 Yr Slope 2.70% 2.16% -0.10% -0.54%
90 day T-bill Yld
0.11% 0.00%
Gold ($/oz) $1,096.95 $1,397.70 2.87% 27.42%
WTI Oil ($/brl) $79.36 $86.85 6.66% 9.44%
VIX "Worry Index" 21.68 18.26 -13.87% -15.77%





Credit Spreads
11/05  Close Week Change
Inv Grade Credit Idx
4.35% -0.02%
Low Grade Credit Idx
7.82% -0.03%
Markit CDX Inv Grd Idx
86 -8.51%
Markit CDX Mid Grd Idx
142 -6.58%