Monday, January 5, 2015

Market Data & Graphs: Week Ending January 2, 2015


Market Index 12/31/   2014 1/02/      2015 Week Change Simple YTD
Dow Industrials Avg 17,983.07 18,053.71 1.38% 0.39%
S&P 500 Index 2,058.90 2,088.77 0.87% 1.45%
Fed Funds Rate 0.03% 0.05% -0.08% 66.67%
10 yr T-note Yld 2.17% 2.25% 0.08% 3.69%
5 yr T-note Yld 1.65% 1.75% 0.09% 6.06%
5 yr TIPS - 'Real' Yld 0.33% 0.46% 0.11% -39.39%
Implied 5 yr Inflation % 1.32% 1.29% -0.02% -2.27%
2 yr T-note Yld 0.67% 0.73% 0.06% 8.96%
2-10 Yr Slope 1.50% 1.52% 0.02% 1.33%
90 day T-bill Yld 0.04% 0.01% -0.03% -75.00%
Gold ($/oz) $1,183.20 $1,196.10 $1.60 1.09%
WTI Oil ($/brl) $53.71 $55.14 -$1.77 2.66%
VIX "Worry Index" 19.20 14.50 -1.99 -24.48%





Credit Spreads 12/31/   2014 1/02/     2015 Week Change Simple YTD
Inv Grade Credit Idx 3.70% 3.76% 0.03% 1.62%
High Yield Credit Idx 6.80% 6.42% -0.75% -5.59%
Markit CDX No Am Inv Grade 66 64 -1.00 -2.00
Markit CDX No Am HiVol 0 0 0.00 0.00
High Yield to 10 yr T-Note Spread 463 417 -83.00 -46.00