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