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