Saturday, January 24, 2015

Market Data: Week Ending January 23, 2015


Market Index 12/31/   2014 1/23/     2015 Week Change Simple YTD
Dow Industrials Avg 17,983.07 17,672.60 0.91% -1.73%
S&P 500 Index 2,058.90 2,051.82 1.58% -0.34%
Fed Funds Rate 0.03% 0.03% -0.03% 0.00%
10 yr T-note Yld 2.17% 1.81% -0.02% -16.59%
5 yr T-note Yld 1.65% 1.33% 0.04% -19.39%
5 yr TIPS - 'Real' Yld 0.33% -0.08% -0.06% 124.24%
Implied 5 yr Inflation % 1.32% 1.41% 0.10% 6.82%
2 yr T-note Yld 0.67% 0.52% 0.03% -22.39%
2-10 Yr Slope 1.50% 1.29% -0.05% -14.00%
90 day T-bill Yld 0.04% 0.02% -0.01% -50.00%
Gold ($/oz) $1,183.20 $1,294.10 $13.80 9.37%
WTI Oil ($/brl) $53.71 $45.29 -$3.62 -15.68%
VIX "Worry Index" 19.20 16.66 -4.29 -13.23%





Credit Spreads 12/31/   2014 1/23/     2015 Week Change Simple YTD
Inv Grade Credit Idx 3.70% 3.36% -0.04% -9.19%
High Yield Credit Idx 6.80% 6.43% -0.07% -5.44%
Markit CDX No Am Inv Grade 66 68 -5.00 2.00
Markit CDX No Am HiVol 0 0 0.00 0.00
High Yield to 10 yr T-Note Spread 463 462 -5.00 -1.00