Monday, January 3, 2011

Market Data & Graphs: Week Ending December 31, 2010


Market Index 2009   Close 12/31  Close Week Change Simple YTD %
Dow Industrials Avg 10428.05 11,577.50 0.03% 11.02%
S&P 500 1115.1 1,257.64 0.07% 11.33%
Fed Funds Rate 0.25% 0.10% -0.11% -150.00%
10 yr T-note Yld 3.85% 3.29% -0.10% -17.02%
5 yr T-note Yld
2.01% -0.05%
5 yr TIPS - 'Real' Yld
-0.06% -0.05%
Implied 5 yr Inflation %
2.07% 0.00%
2 yr T-note Yld 1.14% 0.59% -0.06% -0.55%
2-10 Yr Slope 2.70% 2.70% -0.04% 0.00%
90 day T-bill Yld
0.12% -0.01%
Gold ($/oz) $1,096.95 $1,421.40 2.88% 29.58%
WTI Oil ($/brl) $79.36 $91.38 -0.14% 15.15%
VIX "Worry Index" 21.68 17.75 7.77% -18.13%





Credit Spreads
12/31  Close Week Change
Inv Grade Credit Idx
4.78% -0.05%
Low Grade Credit Idx
8.32% -0.04%
Markit CDX Inv Grd Idx
85 -1.16%
Markit CDX Mid Grd Idx
131 -0.76%