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