Monday, October 11, 2010

Market Data: Week Ending October 8, 2010


Market Index 2009 Close 10/8 Close Week Change Simple YTD %
Dow Industrials Avg 10428.05 11,006.48 1.63% 5.55%
S&P 500 1115.1 1,165.15 1.65% 4.30%
Fed Funds Rate 0.25% 0.21% 0.01% 0%
10 yr T-note Yld 3.85% 2.39% -0.12% -1.46%
5 yr T-note Yld
1.10% -0.16%
5 yr infl adj Note
-0.47% -0.28%
Implied 5 yr Inflation %
1.57% 0.12%
2 yr T-note Yld 1.14% 0.34% -0.07% -0.80%
2-10 Yr Slope 2.70% 2.05% -0.05% -0.65%
90 day T-bill Yld
0.11% -0.04%
Gold ($/oz) $1,096.95 $1,345.30 2.04% 22.64%
WTI Oil ($/brl) $79.36 $82.66 1.32% 4.16%
VIX "Worry Index" 21.68 20.71 -7.96% 4.47%





Credit Spreads
10/8 Close Week Change
Inv Grade Credit Idx
4.17% -0.12%
Low Grade Credit Idx
7.98% -0.21%
Markit CDX Inv Grd Idx
98 -8.41%
Markit CDX Mid Grd Idx
157 -7.65%