Saturday, May 2, 2015

Market Data: Week Ending May 1, 2015


Market Index 12/31/2014 5/1/2015 Week Change Simple YTD
Dow Industrials Avg 17,983.07 18,024.06 -0.31% 0.23%
S&P 500 Index 2,058.90 2,108.29 -0.45% 2.40%
Fed Funds Rate 0.03% 0.13% 0.00% 333.33%
10 yr T-note Yld 2.17% 2.12% 0.19% -2.30%
5 yr T-note Yld 1.65% 1.50% 0.16% -9.09%
5 yr TIPS - 'Real' Yld 0.33% -0.25% 0.14% -175.76%
Implied 5 yr Inflation % 1.32% 1.75% 0.02% 32.58%
2 yr T-note Yld 0.67% 0.60% 0.06% -10.45%
2-10 Yr Slope 1.50% 1.52% 0.13% 1.33%
90 day T-bill Yld 0.04% 0.01% -0.02% -75.00%
Gold ($/oz) $1,183.20 $1,177.20 -$2.70 -0.51%
WTI Oil ($/brl) $53.71 $59.26 $1.84 10.33%
VIX "Worry Index" 19.20 12.70 0.41 -33.85%
NYSE Bullish % Index 59.88 65.04 -2.61 5.16





Credit Spreads 12/31/2014 5/1/2015 Week Change Simple YTD
Inv Grade Credit Idx 3.70% 3.52% -0.04% -4.86%
High Yield Credit Idx 6.80% 5.97% -0.28% -12.21%
Markit CDX No Am Inv Grade 66 63 2.00 -3.00
Invest. Gr. to 10 yr T-Note Spread 153 140 -23.00 -13.00