Saturday, June 27, 2015

Market Data: Week Ending June 26, 2015

Market Index 12/31/2014 6/26/2015 Week Change Simple YTD
Dow Industrials Avg 17,983.07 17,946.68 -0.39% -0.20%
S&P 500 Index 2,058.90 2,101.49 -0.40% 2.07%
Fed Funds Rate 0.03% 0.13% 0.08% 333.33%
10 yr T-note Yld 2.17% 2.49% 0.23% 14.75%
5 yr T-note Yld 1.65% 1.75% 0.16% 6.06%
5 yr TIPS - 'Real' Yld 0.33% 0.05% 0.15% -84.85%
Implied 5 yr Inflation % 1.32% 1.70% 0.01% 28.79%
2 yr T-note Yld 0.67% 0.72% 0.07% 7.46%
2-10 Yr Slope 1.50% 1.77% 0.16% 18.00%
90 day T-bill Yld 0.04% 0.01% 0.00% -75.00%
Gold ($/oz) $1,183.20 $1,173.70 -$26.10 -0.80%
WTI Oil ($/brl) $53.71 $59.65 -$0.04 11.06%
VIX "Worry Index" 19.20 14.02 0.06 -26.98%
NYSE Bullish % Index 59.88 60.65 -0.35 0.77
Credit Spreads 12/31/2014 6/26/2015 Week Change Simple YTD
Inv Grade Credit Idx 3.70% 3.40% 0.14% -8.11%
High Yield Credit Idx 6.80% 6.81% 0.01% 0.15%
Markit CDX No Am Inv Grade 66 67 -1.00 1.00
Invest. Gr. to 10 yr T-Note Spread 153 91 -9.00 -62.00

Saturday, June 20, 2015

Market Data: Week Ending June 19, 2015

Market Index 12/31/2014 6/19/2015 Week Change Simple YTD
Dow Industrials Avg 17,983.07 18,015.95 0.65% 0.18%
S&P 500 Index 2,058.90 2,109.99 0.75% 2.48%
Fed Funds Rate 0.03% 0.05% -0.08% 66.67%
10 yr T-note Yld 2.17% 2.26% -0.13% 4.15%
5 yr T-note Yld 1.65% 1.59% -0.16% -3.64%
5 yr TIPS - 'Real' Yld 0.33% -0.10% -0.15% -130.30%
Implied 5 yr Inflation % 1.32% 1.69% -0.01% 28.03%
2 yr T-note Yld 0.67% 0.65% -0.08% -2.99%
2-10 Yr Slope 1.50% 1.61% -0.05% 7.33%
90 day T-bill Yld 0.04% 0.01% -0.01% -75.00%
Gold ($/oz) $1,183.20 $1,199.80 $19.20 1.40%
WTI Oil ($/brl) $53.71 $59.69 -$0.25 11.13%
VIX "Worry Index" 19.20 13.96 0.18 -27.29%
NYSE Bullish % Index 59.88 61 -0.37 1.12
Credit Spreads 12/31/2014 6/19/2015 Week Change Simple YTD
Inv Grade Credit Idx 3.70% 3.26% -0.07% -11.89%
High Yield Credit Idx 6.80% 6.80% 0.03% 0.00%
Markit CDX No Am Inv Grade 66 68 2.00 2.00
Invest. Gr. to 10 yr T-Note Spread 153 100 6.00 -53.00

Wednesday, June 17, 2015

Market Data: Week Ending June 12, 2015

Market Index 12/31/2014 6/12/2015 Week Change Simple YTD
Dow Industrials Avg 17,983.07 17,898.84 0.28% -0.47%
S&P 500 Index 2,058.90 2,094.11 0.06% 1.71%
Fed Funds Rate 0.03% 0.13% 0.00% 333.33%
10 yr T-note Yld 2.17% 2.39% -0.02% 10.14%
5 yr T-note Yld 1.65% 1.75% 0.00% 6.06%
5 yr TIPS - 'Real' Yld 0.33% 0.05% 0.00% -84.85%
Implied 5 yr Inflation % 1.32% 1.70% 0.00% 28.79%
2 yr T-note Yld 0.67% 0.73% 0.00% 8.96%
2-10 Yr Slope 1.50% 1.66% -0.02% 10.67%
90 day T-bill Yld 0.04% 0.02% -0.01% -50.00%
Gold ($/oz) $1,183.20 $1,180.60 $8.80 -0.22%
WTI Oil ($/brl) $53.71 $59.94 $1.06 11.60%
VIX "Worry Index" 19.20 13.78 -0.43 -28.23%
NYSE Bullish % Index 59.88 61.37 0.33 1.49
Credit Spreads 12/31/2014 6/12/2015 Week Change Simple YTD
Inv Grade Credit Idx 3.70% 3.33% 0.01% -10.00%
High Yield Credit Idx 6.80% 6.77% 0.08% -0.44%
Markit CDX No Am Inv Grade 66 66 0.00 0.00
Invest. Gr. to 10 yr T-Note Spread 153 94 3.00 -59.00

Sunday, June 7, 2015

Market Data: Week Ending June 5, 2015


Market Index 12/31/2014 6/5/2015 Week Change Simple YTD
Dow Industrials Avg 17,983.07 17,849.46 -0.90% -0.74%
S&P 500 Index 2,058.90 2,092.83 -0.70% 1.65%
Fed Funds Rate 0.03% 0.13% 0.06% 333.33%
10 yr T-note Yld 2.17% 2.41% 0.29% 11.06%
5 yr T-note Yld 1.65% 1.75% 0.26% 6.06%
5 yr TIPS - 'Real' Yld 0.33% 0.05% 0.18% -84.85%
Implied 5 yr Inflation % 1.32% 1.70% 0.08% 28.79%
2 yr T-note Yld 0.67% 0.73% 0.12% 8.96%
2-10 Yr Slope 1.50% 1.68% 0.17% 12.00%
90 day T-bill Yld 0.04% 0.03% 0.02% -25.00%
Gold ($/oz) $1,183.20 $1,171.80 -$18.70 -0.96%
WTI Oil ($/brl) $53.71 $58.88 -$1.35 9.63%
VIX "Worry Index" 19.20 14.21 0.37 -25.99%
NYSE Bullish % Index 59.88 61.04 -1.64 1.16





Credit Spreads 12/31/2014 6/5/2015 Week Change Simple YTD
Inv Grade Credit Idx 3.70% 3.32% -0.28% -10.27%
High Yield Credit Idx 6.80% 6.69% 0.56% -1.62%
Markit CDX No Am Inv Grade 66 66 2.00 0.00
Invest. Gr. to 10 yr T-Note Spread 153 91 -57.00 -62.00