Monday, December 6, 2010

Market Data: Week Ending Dec. 3, 2010


Market Index 2009   Close 12/3    Close Week Change Simple YTD %
Dow Industrials Avg 10428.05 11,382.11 2.62% 9.15%
S&P 500 1115.1 1,224.71 2.97% 8.95%
Fed Funds Rate 0.25% 0.20% 0.00% 0%
10 yr T-note Yld 3.85% 3.01% 0.14% -0.84%
5 yr T-note Yld
1.61% 0.08%
5 yr TIPS - 'Real' Yld
-0.15% 0.06%
Implied 5 yr Inflation %
1.76% 0.02%
2 yr T-note Yld 1.14% 0.47% -0.04% -0.67%
2-10 Yr Slope 2.70% 2.54% 0.18% -0.16%
90 day T-bill Yld
0.13% -0.02%
Gold ($/oz) $1,096.95 $1,406.20 2.98% 28.19%
WTI Oil ($/brl) $79.36 $89.19 6.48% 12.39%
VIX "Worry Index" 21.68 18.01 -18.95% -16.93%





Credit Spreads
12/3    Close Week Change
Inv Grade Credit Idx
4.68% 0.04%
Low Grade Credit Idx
8.23% -0.21%
Markit CDX Inv Grd Idx
92 -1.08%
Markit CDX Mid Grd Idx
147 0.68%