| Market Index | 12/31/ 2014 | 1/23/ 2015 | Week Change | Simple YTD |
| Dow Industrials Avg | 17,983.07 | 17,672.60 | 0.91% | -1.73% |
| S&P 500 Index | 2,058.90 | 2,051.82 | 1.58% | -0.34% |
| Fed Funds Rate | 0.03% | 0.03% | -0.03% | 0.00% |
| 10 yr T-note Yld | 2.17% | 1.81% | -0.02% | -16.59% |
| 5 yr T-note Yld | 1.65% | 1.33% | 0.04% | -19.39% |
| 5 yr TIPS - 'Real' Yld | 0.33% | -0.08% | -0.06% | 124.24% |
| Implied 5 yr Inflation % | 1.32% | 1.41% | 0.10% | 6.82% |
| 2 yr T-note Yld | 0.67% | 0.52% | 0.03% | -22.39% |
| 2-10 Yr Slope | 1.50% | 1.29% | -0.05% | -14.00% |
| 90 day T-bill Yld | 0.04% | 0.02% | -0.01% | -50.00% |
| Gold ($/oz) | $1,183.20 | $1,294.10 | $13.80 | 9.37% |
| WTI Oil ($/brl) | $53.71 | $45.29 | -$3.62 | -15.68% |
| VIX "Worry Index" | 19.20 | 16.66 | -4.29 | -13.23% |
| Credit Spreads | 12/31/ 2014 | 1/23/ 2015 | Week Change | Simple YTD |
| Inv Grade Credit Idx | 3.70% | 3.36% | -0.04% | -9.19% |
| High Yield Credit Idx | 6.80% | 6.43% | -0.07% | -5.44% |
| Markit CDX No Am Inv Grade | 66 | 68 | -5.00 | 2.00 |
| Markit CDX No Am HiVol | 0 | 0 | 0.00 | 0.00 |
| High Yield to 10 yr T-Note Spread | 463 | 462 | -5.00 | -1.00 |
Saturday, January 24, 2015
Market Data: Week Ending January 23, 2015
Saturday, January 17, 2015
Market Data: Week Ending January 16, 2015
| Market Index | 12/31/ 2014 | 1/16/ 2015 | Week Change | Simple YTD |
| Dow Industrials Avg | 17,983.07 | 17,511.57 | -1.29% | -2.62% |
| S&P 500 Index | 2,058.90 | 2,019.42 | -1.26% | -1.92% |
| Fed Funds Rate | 0.03% | 0.06% | 0.00% | 100.00% |
| 10 yr T-note Yld | 2.17% | 1.83% | -0.15% | -15.67% |
| 5 yr T-note Yld | 1.65% | 1.29% | -0.16% | -21.82% |
| 5 yr TIPS - 'Real' Yld | 0.33% | -0.02% | -0.14% | 106.06% |
| Implied 5 yr Inflation % | 1.32% | 1.31% | -0.02% | -0.76% |
| 2 yr T-note Yld | 0.67% | 0.49% | -0.10% | -26.87% |
| 2-10 Yr Slope | 1.50% | 1.34% | -0.05% | -10.67% |
| 90 day T-bill Yld | 0.04% | 0.03% | 0.01% | -25.00% |
| Gold ($/oz) | $1,183.20 | $1,280.30 | $56.90 | 8.21% |
| WTI Oil ($/brl) | $53.71 | $48.91 | $0.70 | -8.94% |
| VIX "Worry Index" | 19.20 | 20.95 | 3.40 | 9.11% |
| Credit Spreads | 12/31/ 2014 | 1/16/ 2015 | Week Change | Simple YTD |
| Inv Grade Credit Idx | 3.70% | 3.40% | -0.05% | -8.11% |
| High Yield Credit Idx | 6.80% | 6.50% | 0.05% | -4.41% |
| Markit CDX No Am Inv Grade | 66 | 73 | 4.00 | 7.00 |
| Markit CDX No Am HiVol | 0 | 0 | 0.00 | 0.00 |
| High Yield to 10 yr T-Note Spread | 463 | 467 | 20.00 | 4.00 |
Sunday, January 11, 2015
Market Data: Week Ending January 9, 2015
| Market Index | 12/31/ 2014 | 1/9/ 2015 | Week Change | Simple YTD |
| Dow Industrials Avg | 17,983.07 | 17,737.37 | -1.78% | -1.37% |
| S&P 500 Index | 2,058.90 | 2,044.81 | -2.15% | -0.68% |
| Fed Funds Rate | 0.03% | 0.06% | 0.01% | 100.00% |
| 10 yr T-note Yld | 2.17% | 1.98% | -0.27% | -8.76% |
| 5 yr T-note Yld | 1.65% | 1.45% | -0.30% | -12.12% |
| 5 yr TIPS - 'Real' Yld | 0.33% | 0.12% | -0.34% | 63.64% |
| Implied 5 yr Inflation % | 1.32% | 1.33% | 0.04% | 0.76% |
| 2 yr T-note Yld | 0.67% | 0.59% | -0.14% | -11.94% |
| 2-10 Yr Slope | 1.50% | 1.39% | -0.13% | -7.33% |
| 90 day T-bill Yld | 0.04% | 0.02% | 0.01% | -50.00% |
| Gold ($/oz) | $1,183.20 | $1,223.40 | $27.30 | 3.40% |
| WTI Oil ($/brl) | $53.71 | $48.21 | -$6.93 | -10.24% |
| VIX "Worry Index" | 19.20 | 17.55 | 3.05 | -8.59% |
| Credit Spreads | 12/31/ 2014 | 1/9/ 2015 | Week Change | Simple YTD |
| Inv Grade Credit Idx | 3.70% | 3.45% | -0.31% | -6.76% |
| High Yield Credit Idx | 6.80% | 6.45% | 0.03% | -5.15% |
| Markit CDX No Am Inv Grade | 66 | 69 | 5.00 | 3.00 |
| Markit CDX No Am HiVol | 0 | 0 | 0.00 | 0.00 |
| High Yield to 10 yr T-Note Spread | 463 | 447 | 30.00 | -16.00 |
Monday, January 5, 2015
Market Data & Graphs: Week Ending January 2, 2015
| Market Index | 12/31/ 2014 | 1/02/ 2015 | Week Change | Simple YTD |
| Dow Industrials Avg | 17,983.07 | 18,053.71 | 1.38% | 0.39% |
| S&P 500 Index | 2,058.90 | 2,088.77 | 0.87% | 1.45% |
| Fed Funds Rate | 0.03% | 0.05% | -0.08% | 66.67% |
| 10 yr T-note Yld | 2.17% | 2.25% | 0.08% | 3.69% |
| 5 yr T-note Yld | 1.65% | 1.75% | 0.09% | 6.06% |
| 5 yr TIPS - 'Real' Yld | 0.33% | 0.46% | 0.11% | -39.39% |
| Implied 5 yr Inflation % | 1.32% | 1.29% | -0.02% | -2.27% |
| 2 yr T-note Yld | 0.67% | 0.73% | 0.06% | 8.96% |
| 2-10 Yr Slope | 1.50% | 1.52% | 0.02% | 1.33% |
| 90 day T-bill Yld | 0.04% | 0.01% | -0.03% | -75.00% |
| Gold ($/oz) | $1,183.20 | $1,196.10 | $1.60 | 1.09% |
| WTI Oil ($/brl) | $53.71 | $55.14 | -$1.77 | 2.66% |
| VIX "Worry Index" | 19.20 | 14.50 | -1.99 | -24.48% |
| Credit Spreads | 12/31/ 2014 | 1/02/ 2015 | Week Change | Simple YTD |
| Inv Grade Credit Idx | 3.70% | 3.76% | 0.03% | 1.62% |
| High Yield Credit Idx | 6.80% | 6.42% | -0.75% | -5.59% |
| Markit CDX No Am Inv Grade | 66 | 64 | -1.00 | -2.00 |
| Markit CDX No Am HiVol | 0 | 0 | 0.00 | 0.00 |
| High Yield to 10 yr T-Note Spread | 463 | 417 | -83.00 | -46.00 |
Subscribe to:
Posts (Atom)