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