Monday, October 18, 2010

Market Data: Week Ending October 15, 2010


Market Index 2009 
Close
10/15 
Close
Week Change Simple YTD %
Dow Industrials Avg 10428.05 11,062.78 0.51% 6.09%
S&P 500 1115.1 1,176.19 0.95% 5.19%
Fed Funds Rate 0.25% 0.22% 0.01% 0%
10 yr T-note Yld 3.85% 2.56% 0.17% -1.29%
5 yr T-note Yld
1.19% 0.09%
5 yr infl adj Note
-0.50% -0.03%
Implied 5 yr Inflation %
1.69% 0.12%
2 yr T-note Yld 1.14% 0.36% 0.02% -0.78%
2-10 Yr Slope 2.70% 2.20% 0.15% -0.50%
90 day T-bill Yld
0.13% 0.02%
Gold ($/oz) $1,096.95 $1,372.00 1.95% 25.07%
WTI Oil ($/brl) $79.36 $81.25 -1.71% 2.38%
VIX "Worry Index" 21.68 19.03 -8.11% -12.22%





Credit Spreads
10/15 
Close
Week Change
Inv Grade Credit Idx
4.34% 0.17%
Low Grade Credit Idx
7.94% -0.04%
Markit CDX Inv Grd Idx
98 0.00%
Markit CDX Mid Grd Idx
155 -1.27%