Market Index | 12/31/2014 | 3/27/2015 | Week Change | Simple YTD |
Dow Industrials Avg | 17,983.07 | 17,712.66 | -2.34% | -1.50% |
S&P 500 Index | 2,058.90 | 2,061.02 | -2.28% | 0.10% |
Fed Funds Rate | 0.03% | 0.07% | -0.05% | 133.33% |
10 yr T-note Yld | 2.17% | 1.95% | 0.02% | -10.14% |
5 yr T-note Yld | 1.65% | 1.42% | 0.00% | -13.94% |
5 yr TIPS - 'Real' Yld | 0.33% | -0.32% | -0.06% | -196.97% |
Implied 5 yr Inflation % | 1.32% | 1.74% | 0.06% | 31.82% |
2 yr T-note Yld | 0.67% | 0.58% | -0.02% | -13.43% |
2-10 Yr Slope | 1.50% | 1.37% | 0.04% | -8.67% |
90 day T-bill Yld | 0.04% | 0.04% | 0.03% | 0.00% |
Gold ($/oz) | $1,183.20 | $1,198.30 | $16.60 | 1.28% |
WTI Oil ($/brl) | $53.71 | $48.43 | $1.98 | -9.83% |
VIX "Worry Index" | 19.20 | 15.07 | 2.05 | -21.51% |
NYSE Bullish % Index | 59.88 | 62.28 | -0.03 | 2.40 |
Credit Spreads | 12/31/2014 | 3/27/2015 | Week Change | Simple YTD |
Inv Grade Credit Idx | 3.70% | 3.47% | 0.00% | -6.22% |
High Yield Credit Idx | 6.80% | 6.32% | 0.05% | -7.06% |
Markit CDX No Am Inv Grade | 66 | 64 | 2.00 | -2.00 |
Invest. Gr. to 10 yr T-Note Spread | 153 | 152 | -2.00 | -1.00 |
Saturday, March 28, 2015
Market Data: Week Ending March 27, 2015
Saturday, March 21, 2015
Market Data: Week Ending March 20, 2015
Market Index | 12/31/2014 | 3/20/2015 | Week Change | Simple YTD |
Dow Industrials Avg | 17,983.07 | 18,127.65 | 2.09% | 0.80% |
S&P 500 Index | 2,058.90 | 2,108.10 | 2.59% | 2.39% |
Fed Funds Rate | 0.03% | 0.12% | 0.02% | 300.00% |
10 yr T-note Yld | 2.17% | 1.93% | -0.20% | -11.06% |
5 yr T-note Yld | 1.65% | 1.42% | -0.18% | -13.94% |
5 yr TIPS - 'Real' Yld | 0.33% | -0.26% | -0.25% | -178.79% |
Implied 5 yr Inflation % | 1.32% | 1.68% | 0.07% | 27.27% |
2 yr T-note Yld | 0.67% | 0.60% | -0.08% | -10.45% |
2-10 Yr Slope | 1.50% | 1.33% | -0.12% | -11.33% |
90 day T-bill Yld | 0.04% | 0.01% | -0.02% | -75.00% |
Gold ($/oz) | $1,183.20 | $1,181.70 | $23.30 | -0.13% |
WTI Oil ($/brl) | $53.71 | $46.45 | $1.45 | -13.52% |
VIX "Worry Index" | 19.20 | 13.02 | -2.98 | -32.19% |
NYSE Bullish % Index | 59.88 | 62.31 | 1.49 | 2.43 |
Credit Spreads | 12/31/2014 | 3/20/2015 | Week Change | Simple YTD |
Inv Grade Credit Idx | 3.70% | 3.47% | -0.10% | -6.22% |
High Yield Credit Idx | 6.80% | 6.27% | 0.03% | -7.79% |
Markit CDX No Am Inv Grade | 66 | 62 | -2.00 | -4.00 |
Invest. Gr. to 10 yr T-Note Spread | 153 | 154 | 10.00 | 1.00 |
Friday, March 13, 2015
Market Data: Week Ending March 13,2015
Market Index | 12/31/2014 | 3/13/2015 | Week Change | Simple YTD |
Dow Industrials Avg | 17,983.07 | 17,749.31 | -0.61% | -1.30% |
S&P 500 Index | 2,058.90 | 2,053.40 | -0.87% | -0.27% |
Fed Funds Rate | 0.03% | 0.10% | 0.01% | 233.33% |
10 yr T-note Yld | 2.17% | 2.13% | -0.11% | -1.84% |
5 yr T-note Yld | 1.65% | 1.60% | -0.10% | -3.03% |
5 yr TIPS - 'Real' Yld | 0.33% | -0.01% | 0.08% | -103.03% |
Implied 5 yr Inflation % | 1.32% | 1.61% | -0.18% | 21.97% |
2 yr T-note Yld | 0.67% | 0.68% | -0.05% | 1.49% |
2-10 Yr Slope | 1.50% | 1.45% | -0.06% | -3.33% |
90 day T-bill Yld | 0.04% | 0.03% | 0.02% | -25.00% |
Gold ($/oz) | $1,183.20 | $1,158.40 | -$9.80 | -2.10% |
WTI Oil ($/brl) | $53.71 | $45.00 | -$4.78 | -16.22% |
VIX "Worry Index" | 19.20 | 16.00 | 0.80 | -16.67% |
NYSE Bullish % Index | 59.88 | 60.82 | -3.67 | 0.94 |
Credit Spreads | 12/31/2014 | 3/13/2015 | Week Change | Simple YTD |
Inv Grade Credit Idx | 3.70% | 3.57% | -0.02% | -3.51% |
High Yield Credit Idx | 6.80% | 6.24% | 0.20% | -8.24% |
Markit CDX No Am Inv Grade | 66 | 64 | 4.00 | -2.00 |
Invest. Gr. to 10 yr T-Note Spread | 153 | 144 | 9.00 | -9.00 |
Saturday, March 7, 2015
Market Data: Week Ending March 6, 2015
Market Index | 12/31/2014 | 3/6/2015 | Week Change | Simple YTD |
Dow Industrials Avg | 17,983.07 | 17,856.78 | -1.55% | -0.70% |
S&P 500 Index | 2,058.90 | 2,071.26 | -1.60% | 0.60% |
Fed Funds Rate | 0.03% | 0.09% | 0.02% | 200.00% |
10 yr T-note Yld | 2.17% | 2.24% | 0.21% | 3.23% |
5 yr T-note Yld | 1.65% | 1.70% | 0.16% | 3.03% |
5 yr TIPS - 'Real' Yld | 0.33% | -0.09% | 0.20% | -127.27% |
Implied 5 yr Inflation % | 1.32% | 1.79% | -0.04% | 35.61% |
2 yr T-note Yld | 0.67% | 0.73% | 0.07% | 8.96% |
2-10 Yr Slope | 1.50% | 1.51% | 0.14% | 0.67% |
90 day T-bill Yld | 0.04% | 0.01% | -0.02% | -75.00% |
Gold ($/oz) | $1,183.20 | $1,168.20 | -$45.50 | -1.27% |
WTI Oil ($/brl) | $53.71 | $49.78 | $0.26 | -7.32% |
VIX "Worry Index" | 19.20 | 15.20 | 1.86 | -20.83% |
NYSE Bullish % Index | 59.88 | 64.49 | -0.49 | 4.61 |
Credit Spreads | 12/31/2014 | 3/6/2015 | Week Change | Simple YTD |
Inv Grade Credit Idx | 3.70% | 3.59% | 0.17% | -2.97% |
High Yield Credit Idx | 6.80% | 6.04% | 0.13% | -11.18% |
Markit CDX No Am Inv Grade | 66 | 60 | -1.00 | -6.00 |
Invest. Gr. to 10 yr T-Note Spread | 153 | 135 | -4.00 | -18.00 |
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