Saturday, February 21, 2015

Market Data: Week Ending February 20, 2015


Market Index 12/31/2014 2/20/2015 Week Change Simple YTD
Dow Industrials Avg 17,983.07 18,140.44 0.67% 0.88%
S&P 500 Index 2,058.90 2,110.30 0.63% 2.50%
Fed Funds Rate 0.03% 0.11% 0.00% 266.67%
10 yr T-note Yld 2.17% 2.13% 0.11% -1.84%
5 yr T-note Yld 1.65% 1.61% 0.08% -2.42%
5 yr TIPS - 'Real' Yld 0.33% -0.05% 0.01% -115.15%
Implied 5 yr Inflation % 1.32% 1.66% 0.07% 25.76%
2 yr T-note Yld 0.67% 0.67% 0.01% 0.00%
2-10 Yr Slope 1.50% 1.46% 0.10% -2.67%
90 day T-bill Yld 0.04% 0.02% 0.01% -50.00%
Gold ($/oz) $1,183.20 $1,203.30 -$24.60 1.70%
WTI Oil ($/brl) $53.71 $50.75 -$1.92 -5.51%
VIX "Worry Index" 19.20 14.30 -0.39 -25.52%
NYSE Bullish % Index 59.88 64.26 2.04 4.38





Credit Spreads 12/31/2014 2/20/2015 Week Change Simple YTD
Inv Grade Credit Idx 3.70% 3.47% 0.01% -6.22%
High Yield Credit Idx 6.80% 6.04% 0.00% -11.18%
Markit CDX No Am Inv Grade 66 64 -1.00 -2.00
Invest. Gr. to 10 yr T-Note Spread 153 134 -10.00 -19.00

Saturday, February 14, 2015

Market Data: Week Ending February 13, 2015


Market Index 12/31/   2014 2/13/     2015 Week Change Simple YTD
Dow Industrials Avg 17,983.07 18,019.35 1.08% 0.20%
S&P 500 Index 2,058.90 2,096.99 1.98% 1.85%
Fed Funds Rate 0.03% 0.11% 0.04% 266.67%
10 yr T-note Yld 2.17% 2.02% 0.07% -6.91%
5 yr T-note Yld 1.65% 1.53% 0.05% -7.27%
5 yr TIPS - 'Real' Yld 0.33% -0.06% 0.07% 118.18%
Implied 5 yr Inflation % 1.32% 1.59% -0.02% 20.45%
2 yr T-note Yld 0.67% 0.66% 0.01% -1.49%
2-10 Yr Slope 1.50% 1.36% 0.06% -9.33%
90 day T-bill Yld 0.04% 0.01% -0.01% -75.00%
Gold ($/oz) $1,183.20 $1,227.90 -$5.40 3.78%
WTI Oil ($/brl) $53.71 $52.67 $0.33 -1.94%
VIX "Worry Index" 19.20 14.69 -2.60 -23.49%





Credit Spreads 12/31/   2014 2/13/     2015 Week Change Simple YTD
Inv Grade Credit Idx 3.70% 3.46% 0.05% -6.49%
High Yield Credit Idx 6.80% 6.04% -0.04% -11.18%
Markit CDX No Am Inv Grade 66 65 -1.00 -1.00
NYSE Bullish % Index 59.88 62.22 1.73 2.34
Invest. Gr. to 10 yr T-Note Spread 463 402 -11.00 -61.00

Saturday, February 7, 2015

Market Data: Week Ending February 6, 2015


Market Index 12/31/   2014 2/6/2015 Week Change Simple YTD
Dow Industrials Avg 17,983.07 17,824.29 3.70% -0.88%
S&P 500 Index 2,058.90 2,055.47 2.94% -0.17%
Fed Funds Rate 0.03% 0.07% 0.02% 133.33%
10 yr T-note Yld 2.17% 1.95% 0.27% -10.14%
5 yr T-note Yld 1.65% 1.48% 0.30% -10.30%
5 yr TIPS - 'Real' Yld 0.33% -0.13% 0.22% 139.39%
Implied 5 yr Inflation % 1.32% 1.61% 0.08% 21.97%
2 yr T-note Yld 0.67% 0.65% 0.18% -2.99%
2-10 Yr Slope 1.50% 1.30% 0.09% -13.33%
90 day T-bill Yld 0.04% 0.02% 0.00% -50.00%
Gold ($/oz) $1,183.20 $1,233.30 -$50.40 4.23%
WTI Oil ($/brl) $53.71 $52.34 $4.49 -2.55%
VIX "Worry Index" 19.20 17.29 -3.68 -9.95%





Credit Spreads 12/31/   2014 2/6/2015 Week Change Simple YTD
Inv Grade Credit Idx 3.70% 3.41% 0.15% -7.84%
High Yield Credit Idx 6.80% 6.08% -0.30% -10.59%
Markit CDX No Am Inv Grade 66 66 -2.00 0.00
NYSE Bullish % Index 59.88 60.49 5.77 0.61
Invest. Gr. to 10 yr T-Note Spread 463 413 -57.00 -50.00

Saturday, January 31, 2015

Market Data & Graphs: Week Ending January 30, 2015


Market Index 12/31/   2014 1/30/     2015 Week Change Simple YTD
Dow Industrials Avg 17,983.07 17,164.95 -2.96% -4.55%
S&P 500 Index 2,058.90 1,994.99 -2.85% -3.10%
Fed Funds Rate 0.03% 0.05% 0.02% 66.67%
10 yr T-note Yld 2.17% 1.68% -0.13% -22.58%
5 yr T-note Yld 1.65% 1.18% -0.15% -28.48%
5 yr TIPS - 'Real' Yld 0.33% -0.35% -0.27% 206.06%
Implied 5 yr Inflation % 1.32% 1.53% 0.12% 15.91%
2 yr T-note Yld 0.67% 0.47% -0.05% -29.85%
2-10 Yr Slope 1.50% 1.21% -0.08% -19.33%
90 day T-bill Yld 0.04% 0.02% 0.00% -50.00%
Gold ($/oz) $1,183.20 $1,283.70 -$10.40 8.49%
WTI Oil ($/brl) $53.71 $47.85 $2.56 -10.91%
VIX "Worry Index" 19.20 20.97 4.31 9.22%





Credit Spreads 12/31/    2014 1/30/     2015 Week Change Simple YTD
Inv Grade Credit Idx 3.70% 3.26% -0.10% -11.89%
High Yield Credit Idx 6.80% 6.38% -0.05% -6.18%
Markit CDX No Am Inv Grade 66 68 0.00 2.00
Markit CDX No Am HiVol 0 0 0.00 0.00
High Yield to 10 yr T-Note Spread 463 470 8.00 7.00