Saturday, February 21, 2015

Market Data: Week Ending February 20, 2015


Market Index 12/31/2014 2/20/2015 Week Change Simple YTD
Dow Industrials Avg 17,983.07 18,140.44 0.67% 0.88%
S&P 500 Index 2,058.90 2,110.30 0.63% 2.50%
Fed Funds Rate 0.03% 0.11% 0.00% 266.67%
10 yr T-note Yld 2.17% 2.13% 0.11% -1.84%
5 yr T-note Yld 1.65% 1.61% 0.08% -2.42%
5 yr TIPS - 'Real' Yld 0.33% -0.05% 0.01% -115.15%
Implied 5 yr Inflation % 1.32% 1.66% 0.07% 25.76%
2 yr T-note Yld 0.67% 0.67% 0.01% 0.00%
2-10 Yr Slope 1.50% 1.46% 0.10% -2.67%
90 day T-bill Yld 0.04% 0.02% 0.01% -50.00%
Gold ($/oz) $1,183.20 $1,203.30 -$24.60 1.70%
WTI Oil ($/brl) $53.71 $50.75 -$1.92 -5.51%
VIX "Worry Index" 19.20 14.30 -0.39 -25.52%
NYSE Bullish % Index 59.88 64.26 2.04 4.38





Credit Spreads 12/31/2014 2/20/2015 Week Change Simple YTD
Inv Grade Credit Idx 3.70% 3.47% 0.01% -6.22%
High Yield Credit Idx 6.80% 6.04% 0.00% -11.18%
Markit CDX No Am Inv Grade 66 64 -1.00 -2.00
Invest. Gr. to 10 yr T-Note Spread 153 134 -10.00 -19.00