Monday, October 25, 2010

Market Data: Week Ending October 22, 2010


Market Index 2009   Close 10/22  Close Week Change Simple YTD %
Dow Industrials Avg 10428.05 11,132.78 0.63% 6.76%
S&P 500 1115.1 1,183.08 0.59% 5.75%
Fed Funds Rate 0.25% 0.20% -0.02% 0%
10 yr T-note Yld 3.85% 2.55% -0.01% -1.30%
5 yr T-note Yld
1.15% -0.04%
5 yr infl adj Note
-0.52% -0.02%
Implied 5 yr Inflation %
1.67% -0.02%
2 yr T-note Yld 1.14% 0.35% -0.01% -0.79%
2-10 Yr Slope 2.70% 2.20% 0.00% -0.50%
90 day T-bill Yld
0.12% -0.01%
Gold ($/oz) $1,096.95 $1,325.10 -3.54% 20.80%
WTI Oil ($/brl) $79.36 $81.69 0.54% 2.94%
VIX "Worry Index" 21.68 18.78 -1.31% -13.38%





Credit Spreads
10/22  Close Week Change
Inv Grade Credit Idx
4.30% -0.04%
Low Grade Credit Idx
7.95% 0.01%
Markit CDX Inv Grd Idx
97 -1.02%
Markit CDX Mid Grd Idx
157 1.29%