Saturday, March 28, 2015

Market Data: Week Ending March 27, 2015


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