Saturday, April 25, 2015

Market Data: Week Ending April 24, 2015


Market Index 12/31/2014 4/24/2015 Week Change Simple YTD
Dow Industrials Avg 17,983.07 18,080.14 1.40% 0.54%
S&P 500 Index 2,058.90 2,117.69 1.72% 2.86%
Fed Funds Rate 0.03% 0.13% 0.00% 333.33%
10 yr T-note Yld 2.17% 1.93% 0.06% -11.06%
5 yr T-note Yld 1.65% 1.34% 0.03% -18.79%
5 yr TIPS - 'Real' Yld 0.33% -0.39% 0.18% -218.18%
Implied 5 yr Inflation % 1.32% 1.73% -0.15% 31.06%
2 yr T-note Yld 0.67% 0.54% 0.03% -19.40%
2-10 Yr Slope 1.50% 1.39% 0.03% -7.33%
90 day T-bill Yld 0.04% 0.03% 0.02% -25.00%
Gold ($/oz) $1,183.20 $1,179.90 -$23.90 -0.28%
WTI Oil ($/brl) $53.71 $57.42 $1.35 6.91%
VIX "Worry Index" 19.20 12.29 -1.60 -35.99%
NYSE Bullish % Index 59.88 67.65 -0.13 7.77





Credit Spreads 12/31/2014 4/24/2015 Week Change Simple YTD
Inv Grade Credit Idx 3.70% 3.56% 0.09% -3.78%
High Yield Credit Idx 6.80% 6.25% 0.02% -8.09%
Markit CDX No Am Inv Grade 66 61 0.00 -5.00
Invest. Gr. to 10 yr T-Note Spread 153 163 3.00 10.00

Sunday, April 19, 2015

Market Data: Week Ending April 17, 2015


Market Index 12/31/2014 4/17/2015 Week Change Simple YTD
Dow Industrials Avg 17,983.07 17,826.30 -1.30% -0.87%
S&P 500 Index 2,058.90 2,081.18 -1.00% 1.08%
Fed Funds Rate 0.03% 0.13% 0.02% 333.33%
10 yr T-note Yld 2.17% 1.87% -0.09% -13.82%
5 yr T-note Yld 1.65% 1.31% -0.10% -20.61%
5 yr TIPS - 'Real' Yld 0.33% -0.57% -0.17% -272.73%
Implied 5 yr Inflation % 1.32% 1.88% 0.07% 42.42%
2 yr T-note Yld 0.67% 0.51% -0.06% -23.88%
2-10 Yr Slope 1.50% 1.36% -0.03% -9.33%
90 day T-bill Yld 0.04% 0.01% -0.01% -75.00%
Gold ($/oz) $1,183.20 $1,203.80 -$4.30 1.74%
WTI Oil ($/brl) $53.71 $56.07 $4.28 4.39%
VIX "Worry Index" 19.20 13.89 1.31 -27.66%
NYSE Bullish % Index 59.88 67.78 1.42 7.90





Credit Spreads 12/31/2014 4/17/2015 Week Change Simple YTD
Inv Grade Credit Idx 3.70% 3.47% 0.05% -6.22%
High Yield Credit Idx 6.80% 6.23% 0.05% -8.38%
Markit CDX No Am Inv Grade 66 61 0.00 -5.00
Invest. Gr. to 10 yr T-Note Spread 153 160 14.00 7.00

Saturday, April 11, 2015

Market Data: Week Ending April 10, 2015


Market Index 12/31/2014 4/10/2015 Week Change Simple YTD
Dow Industrials Avg 17,983.07 18,057.65 1.56% 0.41%
S&P 500 Index 2,058.90 2,102.06 1.63% 2.10%
Fed Funds Rate 0.03% 0.11% 0.06% 266.67%
10 yr T-note Yld 2.17% 1.96% 0.02% -9.68%
5 yr T-note Yld 1.65% 1.41% 0.04% -14.55%
5 yr TIPS - 'Real' Yld 0.33% -0.40% -0.02% -221.21%
Implied 5 yr Inflation % 1.32% 1.81% 0.06% 37.12%
2 yr T-note Yld 0.67% 0.57% 0.01% -14.93%
2-10 Yr Slope 1.50% 1.39% 0.01% -7.33%
90 day T-bill Yld 0.04% 0.02% -0.01% -50.00%
Gold ($/oz) $1,183.20 $1,208.10 $24.90 2.10%
WTI Oil ($/brl) $53.71 $51.79 $4.30 -3.57%
VIX "Worry Index" 19.20 12.58 -2.71 -34.48%
NYSE Bullish % Index 59.88 66.36 3.83 6.48





Credit Spreads 12/31/2014 4/10/2015 Week Change Simple YTD
Inv Grade Credit Idx 3.70% 3.42% -0.09% -7.57%
High Yield Credit Idx 6.80% 6.18% -0.09% -9.12%
Markit CDX No Am Inv Grade 66 61 -3.00 -5.00
Invest. Gr. to 10 yr T-Note Spread 153 146 -11.00 -7.00

Wednesday, April 1, 2015

Market Data & Graphs: Month Ending March 31, 2015


Market Index 12/31/2014 3/31/2015 Week Change Simple YTD
Dow Industrials Avg 17,983.07 17,776.12 0.36% -1.15%
S&P 500 Index 2,058.90 2,067.89 0.33% 0.44%
Fed Funds Rate 0.03% 0.05% -0.02% 66.67%
10 yr T-note Yld 2.17% 1.94% -0.01% -10.60%
5 yr T-note Yld 1.65% 1.37% -0.05% -16.97%
5 yr TIPS - 'Real' Yld 0.33% -0.38% -0.06% -215.15%
Implied 5 yr Inflation % 1.32% 1.75% 0.01% 32.58%
2 yr T-note Yld 0.67% 0.56% -0.02% -16.42%
2-10 Yr Slope 1.50% 1.38% 0.01% -8.00%
90 day T-bill Yld 0.04% 0.03% -0.01% -25.00%
Gold ($/oz) $1,183.20 $1,183.20 -$15.10 0.00%
WTI Oil ($/brl) $53.71 $47.49 -$0.94 -11.58%
VIX "Worry Index" 19.20 15.29 0.22 -20.36%
NYSE Bullish % Index 59.88 62.53 0.25 2.65





Credit Spreads 12/31/2014 3/31/2015 Week Change Simple YTD
Inv Grade Credit Idx 3.70% 3.51% 0.04% -5.14%
High Yield Credit Idx 6.80% 6.27% -0.05% -7.79%
Markit CDX No Am Inv Grade 66 64 0.00 -2.00
Invest. Gr. to 10 yr T-Note Spread 153 157 5.00 4.00