Monday, May 25, 2015

Market Data: Week Ending May 22, 2015


Market Index 12/31/2014 5/22/2015 Week Change Simple YTD
Dow Industrials Avg 17,983.07 18,232.02 -0.22% 1.38%
S&P 500 Index 2,058.90 2,126.06 0.16% 3.26%
Fed Funds Rate 0.03% 0.11% 0.00% 266.67%
10 yr T-note Yld 2.17% 2.21% 0.07% 1.84%
5 yr T-note Yld 1.65% 1.56% 0.10% -5.45%
5 yr TIPS - 'Real' Yld 0.33% -0.13% 0.08% -139.39%
Implied 5 yr Inflation % 1.32% 1.69% 0.02% 28.03%
2 yr T-note Yld 0.67% 0.61% 0.06% -8.96%
2-10 Yr Slope 1.50% 1.60% 0.01% 6.67%
90 day T-bill Yld 0.04% 0.01% -0.01% -75.00%
Gold ($/oz) $1,183.20 $1,206.21 -$16.79 1.94%
WTI Oil ($/brl) $53.71 $59.72 -$0.24 11.19%
VIX "Worry Index" 19.20 12.13 -0.25 -36.82%
NYSE Bullish % Index 59.88 63.34 0.66 3.46





Credit Spreads 12/31/2014 5/22/2015 Week Change Simple YTD
Inv Grade Credit Idx 3.70% 3.64% 0.08% -1.62%
High Yield Credit Idx 6.80% 6.14% 0.04% -9.71%
Markit CDX No Am Inv Grade 66 64 0.00 -2.00
Invest. Gr. to 10 yr T-Note Spread 153 143 1.00 -10.00