Sunday, July 19, 2015

Market Data: Week Ending July 17, 2015


Market Index
12/31/2014
7/17/2015
Week Change
Simple YTD
Dow Industrials Avg
17,983.07
18,086.45
1.80%
0.57%
S&P 500 Index
2,058.90
2,126.24
2.33%
3.27%
Fed Funds Rate
0.03%
0.13%
0.01%
333.33%
10 yr T-note Yld
2.17%
2.34%
-0.08%
7.83%
5 yr T-note Yld
1.65%
1.67%
-0.01%
1.21%
5 yr TIPS - 'Real' Yld
0.33%
0.08%
0.08%
-75.76%
Implied 5 yr Inflation %
1.32%
1.59%
-0.09%
20.45%
2 yr T-note Yld
0.67%
0.68%
0.03%
1.49%
2-10 Yr Slope
1.50%
1.66%
-0.11%
10.67%
90 day T-bill Yld
0.04%
0.03%
0.02%
-25.00%
Gold ($/oz)
$1,183.20
$1,132.30
-$30.70
-4.30%
WTI Oil ($/brl)
$53.71
$50.78
-$2.04
-5.46%
VIX "Worry Index"
19.20
11.95
-4.88
-37.76%
NYSE Bullish % Index
59.88
54.4
1.15
-5.48





Credit Spreads
12/31/2014
7/17/2015
Week Change
Simple YTD
Inv Grade Credit Idx
3.70%
3.38%
0.00%
-8.65%
High Yield Credit Idx
6.80%
7.08%
-0.01%
4.12%
Markit CDX No Am Inv Grade
66
65
-8.00
-1.00
Invest. Gr. to 10 yr T-Note Spread
153
104
8.00
-49.00