Monday, November 1, 2010

Market Data: Week Ending October 29, 2010


Market Index 2009   Close 10/29  Close Week Change Simple YTD %
Dow Industrials Avg 10428.05 11,118.50 -0.13% 6.62%
S&P 500 1115.1 1,183.26 0.02% 5.76%
Fed Funds Rate 0.25% 0.22% 0.02% 0%
10 yr T-note Yld 3.85% 2.60% 0.05% -1.25%
5 yr T-note Yld
1.17% 0.02%
5 yr TIPS - 'Real' Yld
-0.43% 0.09%
Implied 5 yr Inflation %
1.60% -0.07%
2 yr T-note Yld 1.14% 0.34% -0.01% -0.80%
2-10 Yr Slope 2.70% 2.26% 0.06% -0.44%
90 day T-bill Yld
0.11% -0.01%
Gold ($/oz) $1,096.95 $1,357.60 2.39% 23.76%
WTI Oil ($/brl) $79.36 $81.43 -0.32% 2.61%
VIX "Worry Index" 21.68 21.2 12.89% -2.21%





Credit Spreads
10/29  Close Week Change
Inv Grade Credit Idx
4.37% 0.07%
Low Grade Credit Idx
7.85% -0.10%
Markit CDX Inv Grd Idx
94 -3.09%
Markit CDX Mid Grd Idx
152 -3.18%