Saturday, January 22, 2011

Market Data: Week Ending January 21, 2011


Market Index 12/31  Close 1/21    Close Week Change Simple YTD %
Dow Industrials Avg 11,577.50 11,871.80 0.72% 2.54%
S&P 500 1,257.64 1,283.35 -0.76% 2.00%
Fed Funds Rate 0.10% 0.18% 0.00% 44.44%
10 yr T-note Yld 3.29% 3.40% 0.08% 3.24%
5 yr T-note Yld 2.01% 2.01% 0.09% 0.00%
5 yr TIPS - 'Real' Yld -0.06% -0.20% 0.07% 70.00%
Implied 5 yr Inflation % 2.07% 2.21% 0.02% 6.33%
2 yr T-note Yld 0.59% 0.61% 0.04% 3.28%
2-10 Yr Slope 2.70% 2.79% 0.04% 3.23%
90 day T-bill Yld 0.12% 0.15% 0.00% 20.00%
Gold ($/oz) $1,421.40 $1,341.00 -$19.50 -6.00%
WTI Oil ($/brl) $91.38 $89.11 -$2.43 -2.55%
VIX "Worry Index" 17.75 18.47 3.01 3.90%





Credit Spreads 12/31  Close 1/21    Close Week Change Simple YTD %
Inv Grade Credit Idx 4.78% 4.72% 0.06% -1.27%
Low Grade Credit Idx 8.32% 7.98% 0.07% -4.26%
Markit CDX Inv Grd Idx 85 85 0.00% 0.00%
Markit CDX Mid Grd Idx 131 127 0.00% -3.15%