Sunday, April 19, 2015

Market Data: Week Ending April 17, 2015


Market Index 12/31/2014 4/17/2015 Week Change Simple YTD
Dow Industrials Avg 17,983.07 17,826.30 -1.30% -0.87%
S&P 500 Index 2,058.90 2,081.18 -1.00% 1.08%
Fed Funds Rate 0.03% 0.13% 0.02% 333.33%
10 yr T-note Yld 2.17% 1.87% -0.09% -13.82%
5 yr T-note Yld 1.65% 1.31% -0.10% -20.61%
5 yr TIPS - 'Real' Yld 0.33% -0.57% -0.17% -272.73%
Implied 5 yr Inflation % 1.32% 1.88% 0.07% 42.42%
2 yr T-note Yld 0.67% 0.51% -0.06% -23.88%
2-10 Yr Slope 1.50% 1.36% -0.03% -9.33%
90 day T-bill Yld 0.04% 0.01% -0.01% -75.00%
Gold ($/oz) $1,183.20 $1,203.80 -$4.30 1.74%
WTI Oil ($/brl) $53.71 $56.07 $4.28 4.39%
VIX "Worry Index" 19.20 13.89 1.31 -27.66%
NYSE Bullish % Index 59.88 67.78 1.42 7.90





Credit Spreads 12/31/2014 4/17/2015 Week Change Simple YTD
Inv Grade Credit Idx 3.70% 3.47% 0.05% -6.22%
High Yield Credit Idx 6.80% 6.23% 0.05% -8.38%
Markit CDX No Am Inv Grade 66 61 0.00 -5.00
Invest. Gr. to 10 yr T-Note Spread 153 160 14.00 7.00