Monday, October 4, 2010

Market Data: Week Ending October 1, 2010


Market Index 2009 Close 10/1 Close Week Change Simple YTD %
Dow Industrials Avg 10428.05 10,829.68 -0.28% 3.85%
S&P 500 1115.1 1,146.24 -0.21% 2.72%
Fed Funds Rate 0.25% 0.20% -0.02% 0%
10 yr T-note Yld 3.85% 2.51% -0.09% -1.34%
5 yr T-note Yld
1.26% -0.09%
5 yr infl adj Note
-0.19% -0.21%
Implied 5 yr Inflation %
1.45% 0.12%
2 yr T-note Yld 1.14% 0.41% -0.03% -0.73%
2-10 Yr Slope 2.70% 2.10% -0.06% -0.60%
90 day T-bill Yld
0.15% 0.01%
Gold ($/oz) $1,096.95 $1,317.80 1.49% 20.13%
WTI Oil ($/brl) $79.36 $81.58 6.65% 2.80%
VIX "Worry Index" 21.68 22.5 3.64% 3.78%





Credit Spreads
10/1 Close Week Change
Inv Grade Credit Idx
4.29% -0.09%
Low Grade Credit Idx
8.19% -0.13%
Markit CDX Inv Grd Idx
107 -6.14%
Markit CDX Mid Grd Idx
170 -2.86%