Monday, January 31, 2011

Market Data & Graphs: Week Ending January 28, 2011


Market Index 12/31  Close 1/28    Close Week Change Simple YTD %
Dow Industrials Avg 11,577.50 11,823.70 -0.41% 2.13%
S&P 500 1,257.64 1,276.34 -0.55% 1.47%
Fed Funds Rate 0.10% 0.18% 0.00% 44.44%
10 yr T-note Yld 3.29% 3.32% -0.08% 0.90%
5 yr T-note Yld 2.01% 1.91% -0.10% -5.24%
5 yr TIPS - 'Real' Yld -0.06% -0.33% -0.13% 81.82%
Implied 5 yr Inflation % 2.07% 2.24% 0.03% 7.59%
2 yr T-note Yld 0.59% 0.54% -0.07% -9.26%
2-10 Yr Slope 2.70% 2.78% -0.01% 2.88%
90 day T-bill Yld 0.12% 0.14% -0.01% 14.29%
Gold ($/oz) $1,421.40 $1,341.70 $0.70 -5.94%
WTI Oil ($/brl) $91.38 $89.34 $0.23 -2.28%
VIX "Worry Index" 17.75 20.04 1.57 11.43%





Credit Spreads 12/31  Close 1/28    Close Week Change Simple YTD %
Inv Grade Credit Idx 4.78% 4.66% -0.06% -2.58%
Low Grade Credit Idx 8.32% 7.93% -0.05% -4.92%
Markit CDX Inv Grd Idx 85 83 -2.35% -2.41%
Markit CDX Mid Grd Idx 131 124 -2.36% -5.65%