Monday, December 20, 2010

Market Data: Week Ending, December 17, 2010


Market Index 2009 
Close
12/17 
Close
Week Change Simple YTD %
Dow Industrials Avg 10428.05 11,491.90 0.72% 10.20%
S&P 500 1115.1 1,243.91 0.28% 10.36%
Fed Funds Rate 0.25% 0.22% 0.04% -13.64%
10 yr T-note Yld 3.85% 3.33% 0.01% -15.62%
5 yr T-note Yld
1.95% -0.03%
5 yr TIPS - 'Real' Yld
0.01% -0.13%
Implied 5 yr Inflation %
1.94% 0.10%
2 yr T-note Yld 1.14% 0.61% -0.03% -0.53%
2-10 Yr Slope 2.70% 2.72% 0.04% 0.02%
90 day T-bill Yld
0.10% -0.02%
Gold ($/oz) $1,096.95 $1,379.20 -1.14% 25.73%
WTI Oil ($/brl) $79.36 $88.02 0.26% 10.91%
VIX "Worry Index" 21.68 16.11 -8.52% -25.69%





Credit Spreads
12/17 
Close
Week Change
Inv Grade Credit Idx
4.86% 0.06%
Low Grade Credit Idx
8.39% 0.08%
Markit CDX Inv Grd Idx
86 -2.27%
Markit CDX Mid Grd Idx
135 -1.46%