| Market Index | 12/31/ 2014 | 1/30/ 2015 | Week Change | Simple YTD |
| Dow Industrials Avg | 17,983.07 | 17,164.95 | -2.96% | -4.55% |
| S&P 500 Index | 2,058.90 | 1,994.99 | -2.85% | -3.10% |
| Fed Funds Rate | 0.03% | 0.05% | 0.02% | 66.67% |
| 10 yr T-note Yld | 2.17% | 1.68% | -0.13% | -22.58% |
| 5 yr T-note Yld | 1.65% | 1.18% | -0.15% | -28.48% |
| 5 yr TIPS - 'Real' Yld | 0.33% | -0.35% | -0.27% | 206.06% |
| Implied 5 yr Inflation % | 1.32% | 1.53% | 0.12% | 15.91% |
| 2 yr T-note Yld | 0.67% | 0.47% | -0.05% | -29.85% |
| 2-10 Yr Slope | 1.50% | 1.21% | -0.08% | -19.33% |
| 90 day T-bill Yld | 0.04% | 0.02% | 0.00% | -50.00% |
| Gold ($/oz) | $1,183.20 | $1,283.70 | -$10.40 | 8.49% |
| WTI Oil ($/brl) | $53.71 | $47.85 | $2.56 | -10.91% |
| VIX "Worry Index" | 19.20 | 20.97 | 4.31 | 9.22% |
| Credit Spreads | 12/31/ 2014 | 1/30/ 2015 | Week Change | Simple YTD |
| Inv Grade Credit Idx | 3.70% | 3.26% | -0.10% | -11.89% |
| High Yield Credit Idx | 6.80% | 6.38% | -0.05% | -6.18% |
| Markit CDX No Am Inv Grade | 66 | 68 | 0.00 | 2.00 |
| Markit CDX No Am HiVol | 0 | 0 | 0.00 | 0.00 |
| High Yield to 10 yr T-Note Spread | 463 | 470 | 8.00 | 7.00 |
Saturday, January 31, 2015
Market Data & Graphs: Week Ending January 30, 2015
Labels:
CDS,
credit spreads,
graphs,
ISDA,
Market data,
treasury yields
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