Saturday, February 28, 2015

Market Data & Graphs: Week Ending February 27, 2015


Market Index 12/31/2014 2/27/2015 Week Change Simple YTD
Dow Industrials Avg 17,983.07 18,132.70 -0.04% 0.83%
S&P 500 Index 2,058.90 2,104.50 -0.28% 2.21%
Fed Funds Rate 0.03% 0.07% -0.04% 133.33%
10 yr T-note Yld 2.17% 2.03% -0.10% -6.45%
5 yr T-note Yld 1.65% 1.54% -0.07% -6.67%
5 yr TIPS - 'Real' Yld 0.33% -0.29% -0.24% -187.88%
Implied 5 yr Inflation % 1.32% 1.83% 0.17% 38.64%
2 yr T-note Yld 0.67% 0.66% -0.01% -1.49%
2-10 Yr Slope 1.50% 1.37% -0.09% -8.67%
90 day T-bill Yld 0.04% 0.03% 0.01% -25.00%
Gold ($/oz) $1,183.20 $1,213.70 $10.40 2.58%
WTI Oil ($/brl) $53.71 $49.52 -$1.23 -7.80%
VIX "Worry Index" 19.20 13.34 -0.96 -30.52%
NYSE Bullish % Index 59.88 64.98 0.72 5.10





Credit Spreads 12/31/2014 2/27/2015 Week Change Simple YTD
Inv Grade Credit Idx 3.70% 3.42% -0.05% -7.57%
High Yield Credit Idx 6.80% 5.91% -0.13% -13.09%
Markit CDX No Am Inv Grade 66 61 -3.00 -5.00
Invest. Gr. to 10 yr T-Note Spread 153 139 5.00 -14.00