Saturday, March 28, 2015

Market Data: Week Ending March 27, 2015


Market Index 12/31/2014 3/27/2015 Week Change Simple YTD
Dow Industrials Avg 17,983.07 17,712.66 -2.34% -1.50%
S&P 500 Index 2,058.90 2,061.02 -2.28% 0.10%
Fed Funds Rate 0.03% 0.07% -0.05% 133.33%
10 yr T-note Yld 2.17% 1.95% 0.02% -10.14%
5 yr T-note Yld 1.65% 1.42% 0.00% -13.94%
5 yr TIPS - 'Real' Yld 0.33% -0.32% -0.06% -196.97%
Implied 5 yr Inflation % 1.32% 1.74% 0.06% 31.82%
2 yr T-note Yld 0.67% 0.58% -0.02% -13.43%
2-10 Yr Slope 1.50% 1.37% 0.04% -8.67%
90 day T-bill Yld 0.04% 0.04% 0.03% 0.00%
Gold ($/oz) $1,183.20 $1,198.30 $16.60 1.28%
WTI Oil ($/brl) $53.71 $48.43 $1.98 -9.83%
VIX "Worry Index" 19.20 15.07 2.05 -21.51%
NYSE Bullish % Index 59.88 62.28 -0.03 2.40





Credit Spreads 12/31/2014 3/27/2015 Week Change Simple YTD
Inv Grade Credit Idx 3.70% 3.47% 0.00% -6.22%
High Yield Credit Idx 6.80% 6.32% 0.05% -7.06%
Markit CDX No Am Inv Grade 66 64 2.00 -2.00
Invest. Gr. to 10 yr T-Note Spread 153 152 -2.00 -1.00

Saturday, March 21, 2015

Market Data: Week Ending March 20, 2015


Market Index 12/31/2014 3/20/2015 Week Change Simple YTD
Dow Industrials Avg 17,983.07 18,127.65 2.09% 0.80%
S&P 500 Index 2,058.90 2,108.10 2.59% 2.39%
Fed Funds Rate 0.03% 0.12% 0.02% 300.00%
10 yr T-note Yld 2.17% 1.93% -0.20% -11.06%
5 yr T-note Yld 1.65% 1.42% -0.18% -13.94%
5 yr TIPS - 'Real' Yld 0.33% -0.26% -0.25% -178.79%
Implied 5 yr Inflation % 1.32% 1.68% 0.07% 27.27%
2 yr T-note Yld 0.67% 0.60% -0.08% -10.45%
2-10 Yr Slope 1.50% 1.33% -0.12% -11.33%
90 day T-bill Yld 0.04% 0.01% -0.02% -75.00%
Gold ($/oz) $1,183.20 $1,181.70 $23.30 -0.13%
WTI Oil ($/brl) $53.71 $46.45 $1.45 -13.52%
VIX "Worry Index" 19.20 13.02 -2.98 -32.19%
NYSE Bullish % Index 59.88 62.31 1.49 2.43





Credit Spreads 12/31/2014 3/20/2015 Week Change Simple YTD
Inv Grade Credit Idx 3.70% 3.47% -0.10% -6.22%
High Yield Credit Idx 6.80% 6.27% 0.03% -7.79%
Markit CDX No Am Inv Grade 66 62 -2.00 -4.00
Invest. Gr. to 10 yr T-Note Spread 153 154 10.00 1.00

Friday, March 13, 2015

Market Data: Week Ending March 13,2015


Market Index 12/31/2014 3/13/2015 Week Change Simple YTD
Dow Industrials Avg 17,983.07 17,749.31 -0.61% -1.30%
S&P 500 Index 2,058.90 2,053.40 -0.87% -0.27%
Fed Funds Rate 0.03% 0.10% 0.01% 233.33%
10 yr T-note Yld 2.17% 2.13% -0.11% -1.84%
5 yr T-note Yld 1.65% 1.60% -0.10% -3.03%
5 yr TIPS - 'Real' Yld 0.33% -0.01% 0.08% -103.03%
Implied 5 yr Inflation % 1.32% 1.61% -0.18% 21.97%
2 yr T-note Yld 0.67% 0.68% -0.05% 1.49%
2-10 Yr Slope 1.50% 1.45% -0.06% -3.33%
90 day T-bill Yld 0.04% 0.03% 0.02% -25.00%
Gold ($/oz) $1,183.20 $1,158.40 -$9.80 -2.10%
WTI Oil ($/brl) $53.71 $45.00 -$4.78 -16.22%
VIX "Worry Index" 19.20 16.00 0.80 -16.67%
NYSE Bullish % Index 59.88 60.82 -3.67 0.94





Credit Spreads 12/31/2014 3/13/2015 Week Change Simple YTD
Inv Grade Credit Idx 3.70% 3.57% -0.02% -3.51%
High Yield Credit Idx 6.80% 6.24% 0.20% -8.24%
Markit CDX No Am Inv Grade 66 64 4.00 -2.00
Invest. Gr. to 10 yr T-Note Spread 153 144 9.00 -9.00

Saturday, March 7, 2015

Market Data: Week Ending March 6, 2015


Market Index 12/31/2014 3/6/2015 Week Change Simple YTD
Dow Industrials Avg 17,983.07 17,856.78 -1.55% -0.70%
S&P 500 Index 2,058.90 2,071.26 -1.60% 0.60%
Fed Funds Rate 0.03% 0.09% 0.02% 200.00%
10 yr T-note Yld 2.17% 2.24% 0.21% 3.23%
5 yr T-note Yld 1.65% 1.70% 0.16% 3.03%
5 yr TIPS - 'Real' Yld 0.33% -0.09% 0.20% -127.27%
Implied 5 yr Inflation % 1.32% 1.79% -0.04% 35.61%
2 yr T-note Yld 0.67% 0.73% 0.07% 8.96%
2-10 Yr Slope 1.50% 1.51% 0.14% 0.67%
90 day T-bill Yld 0.04% 0.01% -0.02% -75.00%
Gold ($/oz) $1,183.20 $1,168.20 -$45.50 -1.27%
WTI Oil ($/brl) $53.71 $49.78 $0.26 -7.32%
VIX "Worry Index" 19.20 15.20 1.86 -20.83%
NYSE Bullish % Index 59.88 64.49 -0.49 4.61





Credit Spreads 12/31/2014 3/6/2015 Week Change Simple YTD
Inv Grade Credit Idx 3.70% 3.59% 0.17% -2.97%
High Yield Credit Idx 6.80% 6.04% 0.13% -11.18%
Markit CDX No Am Inv Grade 66 60 -1.00 -6.00
Invest. Gr. to 10 yr T-Note Spread 153 135 -4.00 -18.00