Saturday, January 17, 2015

Market Data: Week Ending January 16, 2015


Market Index 12/31/   2014 1/16/     2015 Week Change Simple YTD
Dow Industrials Avg 17,983.07 17,511.57 -1.29% -2.62%
S&P 500 Index 2,058.90 2,019.42 -1.26% -1.92%
Fed Funds Rate 0.03% 0.06% 0.00% 100.00%
10 yr T-note Yld 2.17% 1.83% -0.15% -15.67%
5 yr T-note Yld 1.65% 1.29% -0.16% -21.82%
5 yr TIPS - 'Real' Yld 0.33% -0.02% -0.14% 106.06%
Implied 5 yr Inflation % 1.32% 1.31% -0.02% -0.76%
2 yr T-note Yld 0.67% 0.49% -0.10% -26.87%
2-10 Yr Slope 1.50% 1.34% -0.05% -10.67%
90 day T-bill Yld 0.04% 0.03% 0.01% -25.00%
Gold ($/oz) $1,183.20 $1,280.30 $56.90 8.21%
WTI Oil ($/brl) $53.71 $48.91 $0.70 -8.94%
VIX "Worry Index" 19.20 20.95 3.40 9.11%





Credit Spreads 12/31/   2014 1/16/     2015 Week Change Simple YTD
Inv Grade Credit Idx 3.70% 3.40% -0.05% -8.11%
High Yield Credit Idx 6.80% 6.50% 0.05% -4.41%
Markit CDX No Am Inv Grade 66 73 4.00 7.00
Markit CDX No Am HiVol 0 0 0.00 0.00
High Yield to 10 yr T-Note Spread 463 467 20.00 4.00