Saturday, April 25, 2015

Market Data: Week Ending April 24, 2015


Market Index 12/31/2014 4/24/2015 Week Change Simple YTD
Dow Industrials Avg 17,983.07 18,080.14 1.40% 0.54%
S&P 500 Index 2,058.90 2,117.69 1.72% 2.86%
Fed Funds Rate 0.03% 0.13% 0.00% 333.33%
10 yr T-note Yld 2.17% 1.93% 0.06% -11.06%
5 yr T-note Yld 1.65% 1.34% 0.03% -18.79%
5 yr TIPS - 'Real' Yld 0.33% -0.39% 0.18% -218.18%
Implied 5 yr Inflation % 1.32% 1.73% -0.15% 31.06%
2 yr T-note Yld 0.67% 0.54% 0.03% -19.40%
2-10 Yr Slope 1.50% 1.39% 0.03% -7.33%
90 day T-bill Yld 0.04% 0.03% 0.02% -25.00%
Gold ($/oz) $1,183.20 $1,179.90 -$23.90 -0.28%
WTI Oil ($/brl) $53.71 $57.42 $1.35 6.91%
VIX "Worry Index" 19.20 12.29 -1.60 -35.99%
NYSE Bullish % Index 59.88 67.65 -0.13 7.77





Credit Spreads 12/31/2014 4/24/2015 Week Change Simple YTD
Inv Grade Credit Idx 3.70% 3.56% 0.09% -3.78%
High Yield Credit Idx 6.80% 6.25% 0.02% -8.09%
Markit CDX No Am Inv Grade 66 61 0.00 -5.00
Invest. Gr. to 10 yr T-Note Spread 153 163 3.00 10.00