Saturday, May 16, 2015

Market Data: Week Ending May 15, 2015


Market Index 12/31/2014 5/15/2015 Week Change Simple YTD
Dow Industrials Avg 17,983.07 18,272.56 0.45% 1.61%
S&P 500 Index 2,058.90 2,122.73 0.31% 3.10%
Fed Funds Rate 0.03% 0.11% 0.03% 266.67%
10 yr T-note Yld 2.17% 2.14% -0.02% -1.38%
5 yr T-note Yld 1.65% 1.46% -0.04% -11.52%
5 yr TIPS - 'Real' Yld 0.33% -0.21% -0.01% -163.64%
Implied 5 yr Inflation % 1.32% 1.67% -0.03% 26.52%
2 yr T-note Yld 0.67% 0.55% -0.04% -17.91%
2-10 Yr Slope 1.50% 1.59% 0.02% 6.00%
90 day T-bill Yld 0.04% 0.02% 0.01% -50.00%
Gold ($/oz) $1,183.20 $1,223.00 $35.80 3.36%
WTI Oil ($/brl) $53.71 $59.96 $0.49 11.64%
VIX "Worry Index" 19.20 12.38 -0.48 -35.52%
NYSE Bullish % Index 59.88 62.68 0.05 2.80





Credit Spreads 12/31/2014 5/15/2015 Week Change Simple YTD
Inv Grade Credit Idx 3.70% 3.56% 0.01% -3.78%
High Yield Credit Idx 6.80% 6.10% 0.11% -10.29%
Markit CDX No Am Inv Grade 66 64 -2.00 -2.00
Invest. Gr. to 10 yr T-Note Spread 153 142 3.00 -11.00