Sunday, January 11, 2015

Market Data: Week Ending January 9, 2015


Market Index 12/31/   2014 1/9/       2015 Week Change Simple YTD
Dow Industrials Avg 17,983.07 17,737.37 -1.78% -1.37%
S&P 500 Index 2,058.90 2,044.81 -2.15% -0.68%
Fed Funds Rate 0.03% 0.06% 0.01% 100.00%
10 yr T-note Yld 2.17% 1.98% -0.27% -8.76%
5 yr T-note Yld 1.65% 1.45% -0.30% -12.12%
5 yr TIPS - 'Real' Yld 0.33% 0.12% -0.34% 63.64%
Implied 5 yr Inflation % 1.32% 1.33% 0.04% 0.76%
2 yr T-note Yld 0.67% 0.59% -0.14% -11.94%
2-10 Yr Slope 1.50% 1.39% -0.13% -7.33%
90 day T-bill Yld 0.04% 0.02% 0.01% -50.00%
Gold ($/oz) $1,183.20 $1,223.40 $27.30 3.40%
WTI Oil ($/brl) $53.71 $48.21 -$6.93 -10.24%
VIX "Worry Index" 19.20 17.55 3.05 -8.59%





Credit Spreads 12/31/      2014 1/9/       2015 Week Change Simple YTD
Inv Grade Credit Idx 3.70% 3.45% -0.31% -6.76%
High Yield Credit Idx 6.80% 6.45% 0.03% -5.15%
Markit CDX No Am Inv Grade 66 69 5.00 3.00
Markit CDX No Am HiVol 0 0 0.00 0.00
High Yield to 10 yr T-Note Spread 463 447 30.00 -16.00