Saturday, July 11, 2015

Market Data: Week Ending July 10, 2015


Market Index12/31/20147/10/2015Week ChangeSimple YTD
Dow Industrials Avg17,983.0717,760.410.17%-1.24%
S&P 500 Index2,058.902,076.62-0.01%0.86%
Fed Funds Rate0.03%0.12%-0.01%300.00%
10 yr T-note Yld2.17%2.42%0.02%11.52%
5 yr T-note Yld1.65%1.68%0.04%1.82%
5 yr TIPS - 'Real' Yld0.33%0.00%0.08%-100.00%
Implied 5 yr Inflation %1.32%1.68%-0.04%27.27%
2 yr T-note Yld0.67%0.65%0.01%-2.99%
2-10 Yr Slope1.50%1.77%0.01%18.00%
90 day T-bill Yld0.04%0.01%0.00%-75.00%
Gold ($/oz)$1,183.20$1,163.00-$2.20-1.71%
WTI Oil ($/brl)$53.71$52.82-$3.68-1.66%
VIX "Worry Index"19.2016.830.04-12.34%
NYSE Bullish % Index59.8853.25-4.61-6.63





Credit Spreads12/31/20147/10/2015Week ChangeSimple YTD
Inv Grade Credit Idx3.70%3.38%0.01%-8.65%
High Yield Credit Idx6.80%7.09%0.12%4.26%
Markit CDX No Am Inv Grade66735.007.00
Invest. Gr. to 10 yr T-Note Spread15396-1.00-57.00