Saturday, May 30, 2015

Market Data & Graphs: Week Ending May 29, 2015


Market Index 12/31/2014 5/29/2015 Week Change Simple YTD
Dow Industrials Avg 17,983.07 18,010.68 -1.23% 0.15%
S&P 500 Index 2,058.90 2,107.39 -0.89% 2.36%
Fed Funds Rate 0.03% 0.07% -0.04% 133.33%
10 yr T-note Yld 2.17% 2.12% -0.09% -2.30%
5 yr T-note Yld 1.65% 1.49% -0.07% -9.70%
5 yr TIPS - 'Real' Yld 0.33% -0.13% 0.00% -139.39%
Implied 5 yr Inflation % 1.32% 1.62% -0.07% 22.73%
2 yr T-note Yld 0.67% 0.61% 0.00% -8.96%
2-10 Yr Slope 1.50% 1.51% -0.09% 0.67%
90 day T-bill Yld 0.04% 0.01% 0.00% -75.00%
Gold ($/oz) $1,183.20 $1,190.50 -$15.71 0.62%
WTI Oil ($/brl) $53.71 $60.23 $0.51 12.14%
VIX "Worry Index" 19.20 13.84 1.71 -27.92%
NYSE Bullish % Index 59.88 62.68 -0.66 2.80





Credit Spreads 12/31/2014 5/29/2015 Week Change Simple YTD
Inv Grade Credit Idx 3.70% 3.60% -0.04% -2.70%
High Yield Credit Idx 6.80% 6.13% -0.01% -9.85%
Markit CDX No Am Inv Grade 66 64 0.00 -2.00
Invest. Gr. to 10 yr T-Note Spread 153 148 5.00 -5.00