Monday, January 10, 2011

Market Data: Week Ending January 7, 2011


Market Index 12/31  Close 1/07    Close Week Change Simple YTD %
Dow Industrials Avg 11,577.50 11,674.80 0.84% 0.84%
S&P 500 1,257.64 1,271.50 1.10% 1.09%
Fed Funds Rate 0.10% 0.19% 0.09% 47.37%
10 yr T-note Yld 3.29% 3.36% 0.07% 2.08%
5 yr T-note Yld 2.01% 1.96% -0.05% -2.55%
5 yr TIPS - 'Real' Yld -0.06% -0.23% -0.17% 73.91%
Implied 5 yr Inflation % 2.07% 2.19% 0.12% 5.48%
2 yr T-note Yld 0.59% 0.60% 0.01% 1.67%
2-10 Yr Slope 2.70% 2.76% 0.06% 2.17%
90 day T-bill Yld 0.12% 0.13% 0.01% 7.69%
Gold ($/oz) $1,421.40 $1,374.20 -$47.20 -3.43%
WTI Oil ($/brl) $91.38 $89.55 -$1.83 -2.04%
VIX "Worry Index" 17.75 17.14 -0.61 -3.56%





Credit Spreads 12/31  Close 1/07    Close Week Change Simple YTD %
Inv Grade Credit Idx 4.78% 4.70% -0.08% -1.70%
Low Grade Credit Idx 8.32% 8.00% -0.32% -4.00%
Markit CDX Inv Grd Idx 85 87 2.35% 2.30%
Markit CDX Mid Grd Idx 131 127 -3.05% -3.15%