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