Monday, January 17, 2011

Market Data: Week Ending January 14, 2011


Market Index 12/31  Close 1/14    Close Week Change Simple YTD %
Dow Industrials Avg 11,577.50 11,787.40 0.96% 1.81%
S&P 500 1,257.64 1,293.24 1.71% 2.75%
Fed Funds Rate 0.10% 0.18% -0.01% 44.44%
10 yr T-note Yld 3.29% 3.32% -0.04% 0.90%
5 yr T-note Yld 2.01% 1.92% -0.04% -4.69%
5 yr TIPS - 'Real' Yld -0.06% -0.27% -0.04% 77.78%
Implied 5 yr Inflation % 2.07% 2.19% 0.00% 5.48%
2 yr T-note Yld 0.59% 0.57% -0.03% -3.51%
2-10 Yr Slope 2.70% 2.75% -0.01% 1.82%
90 day T-bill Yld 0.12% 0.15% 0.02% 20.00%
Gold ($/oz) $1,421.40 $1,360.50 -$13.70 -4.48%
WTI Oil ($/brl) $91.38 $91.54 $1.99 0.17%
VIX "Worry Index" 17.75 15.46 -1.68 -14.81%





Credit Spreads 12/31  Close 1/14    Close Week Change Simple YTD %
Inv Grade Credit Idx 4.78% 4.66% -0.04% -2.58%
Low Grade Credit Idx 8.32% 7.91% -0.09% -5.18%
Markit CDX Inv Grd Idx 85 85 -2.30% 0.00%
Markit CDX Mid Grd Idx 131 127 0.00% -3.15%