Saturday, April 11, 2015

Market Data: Week Ending April 10, 2015


Market Index 12/31/2014 4/10/2015 Week Change Simple YTD
Dow Industrials Avg 17,983.07 18,057.65 1.56% 0.41%
S&P 500 Index 2,058.90 2,102.06 1.63% 2.10%
Fed Funds Rate 0.03% 0.11% 0.06% 266.67%
10 yr T-note Yld 2.17% 1.96% 0.02% -9.68%
5 yr T-note Yld 1.65% 1.41% 0.04% -14.55%
5 yr TIPS - 'Real' Yld 0.33% -0.40% -0.02% -221.21%
Implied 5 yr Inflation % 1.32% 1.81% 0.06% 37.12%
2 yr T-note Yld 0.67% 0.57% 0.01% -14.93%
2-10 Yr Slope 1.50% 1.39% 0.01% -7.33%
90 day T-bill Yld 0.04% 0.02% -0.01% -50.00%
Gold ($/oz) $1,183.20 $1,208.10 $24.90 2.10%
WTI Oil ($/brl) $53.71 $51.79 $4.30 -3.57%
VIX "Worry Index" 19.20 12.58 -2.71 -34.48%
NYSE Bullish % Index 59.88 66.36 3.83 6.48





Credit Spreads 12/31/2014 4/10/2015 Week Change Simple YTD
Inv Grade Credit Idx 3.70% 3.42% -0.09% -7.57%
High Yield Credit Idx 6.80% 6.18% -0.09% -9.12%
Markit CDX No Am Inv Grade 66 61 -3.00 -5.00
Invest. Gr. to 10 yr T-Note Spread 153 146 -11.00 -7.00