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