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