Sunday, May 10, 2015

Market Data: Week Ending May 8, 2015


Market Index 12/31/2014 5/8/2015 Week Change Simple YTD
Dow Industrials Avg 17,983.07 18,191.11 0.92% 1.16%
S&P 500 Index 2,058.90 2,116.10 0.37% 2.78%
Fed Funds Rate 0.03% 0.08% -0.05% 166.67%
10 yr T-note Yld 2.17% 2.16% 0.04% -0.46%
5 yr T-note Yld 1.65% 1.50% 0.00% -9.09%
5 yr TIPS - 'Real' Yld 0.33% -0.20% 0.05% -160.61%
Implied 5 yr Inflation % 1.32% 1.70% -0.05% 28.79%
2 yr T-note Yld 0.67% 0.59% -0.01% -11.94%
2-10 Yr Slope 1.50% 1.57% 0.05% 4.67%
90 day T-bill Yld 0.04% 0.01% 0.00% -75.00%
Gold ($/oz) $1,183.20 $1,187.20 $10.00 0.34%
WTI Oil ($/brl) $53.71 $59.47 $0.21 10.72%
VIX "Worry Index" 19.20 12.86 0.16 -33.02%
NYSE Bullish % Index 59.88 62.63 -2.41 2.75





Credit Spreads 12/31/2014 5/8/2015 Week Change Simple YTD
Inv Grade Credit Idx 3.70% 3.55% 0.03% -4.05%
High Yield Credit Idx 6.80% 5.99% 0.02% -11.91%
Markit CDX No Am Inv Grade 66 66 3.00 0.00
Invest. Gr. to 10 yr T-Note Spread 153 139 -1.00 -14.00