Saturday, February 7, 2015

Market Data: Week Ending February 6, 2015


Market Index 12/31/   2014 2/6/2015 Week Change Simple YTD
Dow Industrials Avg 17,983.07 17,824.29 3.70% -0.88%
S&P 500 Index 2,058.90 2,055.47 2.94% -0.17%
Fed Funds Rate 0.03% 0.07% 0.02% 133.33%
10 yr T-note Yld 2.17% 1.95% 0.27% -10.14%
5 yr T-note Yld 1.65% 1.48% 0.30% -10.30%
5 yr TIPS - 'Real' Yld 0.33% -0.13% 0.22% 139.39%
Implied 5 yr Inflation % 1.32% 1.61% 0.08% 21.97%
2 yr T-note Yld 0.67% 0.65% 0.18% -2.99%
2-10 Yr Slope 1.50% 1.30% 0.09% -13.33%
90 day T-bill Yld 0.04% 0.02% 0.00% -50.00%
Gold ($/oz) $1,183.20 $1,233.30 -$50.40 4.23%
WTI Oil ($/brl) $53.71 $52.34 $4.49 -2.55%
VIX "Worry Index" 19.20 17.29 -3.68 -9.95%





Credit Spreads 12/31/   2014 2/6/2015 Week Change Simple YTD
Inv Grade Credit Idx 3.70% 3.41% 0.15% -7.84%
High Yield Credit Idx 6.80% 6.08% -0.30% -10.59%
Markit CDX No Am Inv Grade 66 66 -2.00 0.00
NYSE Bullish % Index 59.88 60.49 5.77 0.61
Invest. Gr. to 10 yr T-Note Spread 463 413 -57.00 -50.00