Monday, December 27, 2010

Market Data: Week Ending December 24, 2010


Market Index 2009   Close 12/24  Close Week Change Simple YTD %
Dow Industrials Avg 10428.05 11,573.50 0.71% 10.98%
S&P 500 1115.1 1,256.77 1.03% 11.27%
Fed Funds Rate 0.25% 0.21% -0.01% -19.05%
10 yr T-note Yld 3.85% 3.39% 0.06% -13.57%
5 yr T-note Yld
2.06% 0.11%
5 yr TIPS - 'Real' Yld
-0.01% -0.02%
Implied 5 yr Inflation %
2.07% 0.13%
2 yr T-note Yld 1.14% 0.65% 0.04% -0.49%
2-10 Yr Slope 2.70% 2.74% 0.02% 0.04%
90 day T-bill Yld
0.13% 0.03%
Gold ($/oz) $1,096.95 $1,380.50 0.09% 25.85%
WTI Oil ($/brl) $79.36 $91.51 3.97% 15.31%
VIX "Worry Index" 21.68 16.47 2.23% -24.03%





Credit Spreads
12/24  Close Week Change
Inv Grade Credit Idx
4.83% -0.03%
Low Grade Credit Idx
8.36% -0.03%
Markit CDX Inv Grd Idx
86 0.00%
Markit CDX Mid Grd Idx
132 -2.22%