Monday, December 13, 2010

Market Data: Week Ending December 10, 2010


Market Index 2009    Close 12/10   Close Week Change Simple YTD %
Dow Industrials Avg 10428.05 11,410.30 0.25% 9.42%
S&P 500 1115.1 1,240.40 1.28% 10.10%
Fed Funds Rate 0.25% 0.18% -0.02% -38.89%
10 yr T-note Yld 3.85% 3.32% 0.31% -15.96%
5 yr T-note Yld
1.98% 0.37%
5 yr TIPS - 'Real' Yld
0.14% 0.29%
Implied 5 yr Inflation %
1.84% 0.08%
2 yr T-note Yld 1.14% 0.64% 0.17% -0.50%
2-10 Yr Slope 2.70% 2.68% 0.14% -0.02%
90 day T-bill Yld
0.12% -0.01%
Gold ($/oz) $1,096.95 $1,394.90 -0.81% 27.16%
WTI Oil ($/brl) $79.36 $87.79 -1.57% 10.62%
VIX "Worry Index" 21.68 17.61 -2.22% -18.77%





Credit Spreads
12/10   Close Week Change
Inv Grade Credit Idx
4.80% 0.12%
Low Grade Credit Idx
8.31% 0.08%
Markit CDX Inv Grd Idx
88 -4.35%
Markit CDX Mid Grd Idx
137 -6.80%