Saturday, February 14, 2015

Market Data: Week Ending February 13, 2015


Market Index 12/31/   2014 2/13/     2015 Week Change Simple YTD
Dow Industrials Avg 17,983.07 18,019.35 1.08% 0.20%
S&P 500 Index 2,058.90 2,096.99 1.98% 1.85%
Fed Funds Rate 0.03% 0.11% 0.04% 266.67%
10 yr T-note Yld 2.17% 2.02% 0.07% -6.91%
5 yr T-note Yld 1.65% 1.53% 0.05% -7.27%
5 yr TIPS - 'Real' Yld 0.33% -0.06% 0.07% 118.18%
Implied 5 yr Inflation % 1.32% 1.59% -0.02% 20.45%
2 yr T-note Yld 0.67% 0.66% 0.01% -1.49%
2-10 Yr Slope 1.50% 1.36% 0.06% -9.33%
90 day T-bill Yld 0.04% 0.01% -0.01% -75.00%
Gold ($/oz) $1,183.20 $1,227.90 -$5.40 3.78%
WTI Oil ($/brl) $53.71 $52.67 $0.33 -1.94%
VIX "Worry Index" 19.20 14.69 -2.60 -23.49%





Credit Spreads 12/31/   2014 2/13/     2015 Week Change Simple YTD
Inv Grade Credit Idx 3.70% 3.46% 0.05% -6.49%
High Yield Credit Idx 6.80% 6.04% -0.04% -11.18%
Markit CDX No Am Inv Grade 66 65 -1.00 -1.00
NYSE Bullish % Index 59.88 62.22 1.73 2.34
Invest. Gr. to 10 yr T-Note Spread 463 402 -11.00 -61.00