Saturday, January 31, 2015

Market Data & Graphs: Week Ending January 30, 2015


Market Index 12/31/   2014 1/30/     2015 Week Change Simple YTD
Dow Industrials Avg 17,983.07 17,164.95 -2.96% -4.55%
S&P 500 Index 2,058.90 1,994.99 -2.85% -3.10%
Fed Funds Rate 0.03% 0.05% 0.02% 66.67%
10 yr T-note Yld 2.17% 1.68% -0.13% -22.58%
5 yr T-note Yld 1.65% 1.18% -0.15% -28.48%
5 yr TIPS - 'Real' Yld 0.33% -0.35% -0.27% 206.06%
Implied 5 yr Inflation % 1.32% 1.53% 0.12% 15.91%
2 yr T-note Yld 0.67% 0.47% -0.05% -29.85%
2-10 Yr Slope 1.50% 1.21% -0.08% -19.33%
90 day T-bill Yld 0.04% 0.02% 0.00% -50.00%
Gold ($/oz) $1,183.20 $1,283.70 -$10.40 8.49%
WTI Oil ($/brl) $53.71 $47.85 $2.56 -10.91%
VIX "Worry Index" 19.20 20.97 4.31 9.22%





Credit Spreads 12/31/    2014 1/30/     2015 Week Change Simple YTD
Inv Grade Credit Idx 3.70% 3.26% -0.10% -11.89%
High Yield Credit Idx 6.80% 6.38% -0.05% -6.18%
Markit CDX No Am Inv Grade 66 68 0.00 2.00
Markit CDX No Am HiVol 0 0 0.00 0.00
High Yield to 10 yr T-Note Spread 463 470 8.00 7.00