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 | $1.35 | 6.91% |
VIX "Worry Index" | 19.20 | 12.29 | -1.60 | -35.99% |
NYSE Bullish % Index | 59.88 | 67.65 | -0.13 | 7.77 |
Credit Spreads | 12/31/2014 | 4/24/2015 | Week Change | Simple YTD |
Inv Grade Credit Idx | 3.70% | 3.56% | 0.09% | -3.78% |
High Yield Credit Idx | 6.80% | 6.25% | 0.02% | -8.09% |
Markit CDX No Am Inv Grade | 66 | 61 | 0.00 | -5.00 |
Invest. Gr. to 10 yr T-Note Spread | 153 | 163 | 3.00 | 10.00 |
Saturday, April 25, 2015
Market Data: Week Ending April 24, 2015
Sunday, April 19, 2015
Market Data: Week Ending April 17, 2015
Market Index | 12/31/2014 | 4/17/2015 | Week Change | Simple YTD |
Dow Industrials Avg | 17,983.07 | 17,826.30 | -1.30% | -0.87% |
S&P 500 Index | 2,058.90 | 2,081.18 | -1.00% | 1.08% |
Fed Funds Rate | 0.03% | 0.13% | 0.02% | 333.33% |
10 yr T-note Yld | 2.17% | 1.87% | -0.09% | -13.82% |
5 yr T-note Yld | 1.65% | 1.31% | -0.10% | -20.61% |
5 yr TIPS - 'Real' Yld | 0.33% | -0.57% | -0.17% | -272.73% |
Implied 5 yr Inflation % | 1.32% | 1.88% | 0.07% | 42.42% |
2 yr T-note Yld | 0.67% | 0.51% | -0.06% | -23.88% |
2-10 Yr Slope | 1.50% | 1.36% | -0.03% | -9.33% |
90 day T-bill Yld | 0.04% | 0.01% | -0.01% | -75.00% |
Gold ($/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 |
Subscribe to:
Posts (Atom)