Wednesday, April 1, 2015

Market Data & Graphs: Month Ending March 31, 2015


Market Index 12/31/2014 3/31/2015 Week Change Simple YTD
Dow Industrials Avg 17,983.07 17,776.12 0.36% -1.15%
S&P 500 Index 2,058.90 2,067.89 0.33% 0.44%
Fed Funds Rate 0.03% 0.05% -0.02% 66.67%
10 yr T-note Yld 2.17% 1.94% -0.01% -10.60%
5 yr T-note Yld 1.65% 1.37% -0.05% -16.97%
5 yr TIPS - 'Real' Yld 0.33% -0.38% -0.06% -215.15%
Implied 5 yr Inflation % 1.32% 1.75% 0.01% 32.58%
2 yr T-note Yld 0.67% 0.56% -0.02% -16.42%
2-10 Yr Slope 1.50% 1.38% 0.01% -8.00%
90 day T-bill Yld 0.04% 0.03% -0.01% -25.00%
Gold ($/oz) $1,183.20 $1,183.20 -$15.10 0.00%
WTI Oil ($/brl) $53.71 $47.49 -$0.94 -11.58%
VIX "Worry Index" 19.20 15.29 0.22 -20.36%
NYSE Bullish % Index 59.88 62.53 0.25 2.65





Credit Spreads 12/31/2014 3/31/2015 Week Change Simple YTD
Inv Grade Credit Idx 3.70% 3.51% 0.04% -5.14%
High Yield Credit Idx 6.80% 6.27% -0.05% -7.79%
Markit CDX No Am Inv Grade 66 64 0.00 -2.00
Invest. Gr. to 10 yr T-Note Spread 153 157 5.00 4.00