Monday, May 25, 2015

Market Data: Week Ending May 22, 2015


Market Index 12/31/2014 5/22/2015 Week Change Simple YTD
Dow Industrials Avg 17,983.07 18,232.02 -0.22% 1.38%
S&P 500 Index 2,058.90 2,126.06 0.16% 3.26%
Fed Funds Rate 0.03% 0.11% 0.00% 266.67%
10 yr T-note Yld 2.17% 2.21% 0.07% 1.84%
5 yr T-note Yld 1.65% 1.56% 0.10% -5.45%
5 yr TIPS - 'Real' Yld 0.33% -0.13% 0.08% -139.39%
Implied 5 yr Inflation % 1.32% 1.69% 0.02% 28.03%
2 yr T-note Yld 0.67% 0.61% 0.06% -8.96%
2-10 Yr Slope 1.50% 1.60% 0.01% 6.67%
90 day T-bill Yld 0.04% 0.01% -0.01% -75.00%
Gold ($/oz) $1,183.20 $1,206.21 -$16.79 1.94%
WTI Oil ($/brl) $53.71 $59.72 -$0.24 11.19%
VIX "Worry Index" 19.20 12.13 -0.25 -36.82%
NYSE Bullish % Index 59.88 63.34 0.66 3.46





Credit Spreads 12/31/2014 5/22/2015 Week Change Simple YTD
Inv Grade Credit Idx 3.70% 3.64% 0.08% -1.62%
High Yield Credit Idx 6.80% 6.14% 0.04% -9.71%
Markit CDX No Am Inv Grade 66 64 0.00 -2.00
Invest. Gr. to 10 yr T-Note Spread 153 143 1.00 -10.00

Saturday, May 16, 2015

Market Data: Week Ending May 15, 2015


Market Index 12/31/2014 5/15/2015 Week Change Simple YTD
Dow Industrials Avg 17,983.07 18,272.56 0.45% 1.61%
S&P 500 Index 2,058.90 2,122.73 0.31% 3.10%
Fed Funds Rate 0.03% 0.11% 0.03% 266.67%
10 yr T-note Yld 2.17% 2.14% -0.02% -1.38%
5 yr T-note Yld 1.65% 1.46% -0.04% -11.52%
5 yr TIPS - 'Real' Yld 0.33% -0.21% -0.01% -163.64%
Implied 5 yr Inflation % 1.32% 1.67% -0.03% 26.52%
2 yr T-note Yld 0.67% 0.55% -0.04% -17.91%
2-10 Yr Slope 1.50% 1.59% 0.02% 6.00%
90 day T-bill Yld 0.04% 0.02% 0.01% -50.00%
Gold ($/oz) $1,183.20 $1,223.00 $35.80 3.36%
WTI Oil ($/brl) $53.71 $59.96 $0.49 11.64%
VIX "Worry Index" 19.20 12.38 -0.48 -35.52%
NYSE Bullish % Index 59.88 62.68 0.05 2.80





Credit Spreads 12/31/2014 5/15/2015 Week Change Simple YTD
Inv Grade Credit Idx 3.70% 3.56% 0.01% -3.78%
High Yield Credit Idx 6.80% 6.10% 0.11% -10.29%
Markit CDX No Am Inv Grade 66 64 -2.00 -2.00
Invest. Gr. to 10 yr T-Note Spread 153 142 3.00 -11.00

Sunday, May 10, 2015

Market Data: Week Ending May 8, 2015


Market Index 12/31/2014 5/8/2015 Week Change Simple YTD
Dow Industrials Avg 17,983.07 18,191.11 0.92% 1.16%
S&P 500 Index 2,058.90 2,116.10 0.37% 2.78%
Fed Funds Rate 0.03% 0.08% -0.05% 166.67%
10 yr T-note Yld 2.17% 2.16% 0.04% -0.46%
5 yr T-note Yld 1.65% 1.50% 0.00% -9.09%
5 yr TIPS - 'Real' Yld 0.33% -0.20% 0.05% -160.61%
Implied 5 yr Inflation % 1.32% 1.70% -0.05% 28.79%
2 yr T-note Yld 0.67% 0.59% -0.01% -11.94%
2-10 Yr Slope 1.50% 1.57% 0.05% 4.67%
90 day T-bill Yld 0.04% 0.01% 0.00% -75.00%
Gold ($/oz) $1,183.20 $1,187.20 $10.00 0.34%
WTI Oil ($/brl) $53.71 $59.47 $0.21 10.72%
VIX "Worry Index" 19.20 12.86 0.16 -33.02%
NYSE Bullish % Index 59.88 62.63 -2.41 2.75





Credit Spreads 12/31/2014 5/8/2015 Week Change Simple YTD
Inv Grade Credit Idx 3.70% 3.55% 0.03% -4.05%
High Yield Credit Idx 6.80% 5.99% 0.02% -11.91%
Markit CDX No Am Inv Grade 66 66 3.00 0.00
Invest. Gr. to 10 yr T-Note Spread 153 139 -1.00 -14.00

Saturday, May 2, 2015

Market Data: Week Ending May 1, 2015


Market Index 12/31/2014 5/1/2015 Week Change Simple YTD
Dow Industrials Avg 17,983.07 18,024.06 -0.31% 0.23%
S&P 500 Index 2,058.90 2,108.29 -0.45% 2.40%
Fed Funds Rate 0.03% 0.13% 0.00% 333.33%
10 yr T-note Yld 2.17% 2.12% 0.19% -2.30%
5 yr T-note Yld 1.65% 1.50% 0.16% -9.09%
5 yr TIPS - 'Real' Yld 0.33% -0.25% 0.14% -175.76%
Implied 5 yr Inflation % 1.32% 1.75% 0.02% 32.58%
2 yr T-note Yld 0.67% 0.60% 0.06% -10.45%
2-10 Yr Slope 1.50% 1.52% 0.13% 1.33%
90 day T-bill Yld 0.04% 0.01% -0.02% -75.00%
Gold ($/oz) $1,183.20 $1,177.20 -$2.70 -0.51%
WTI Oil ($/brl) $53.71 $59.26 $1.84 10.33%
VIX "Worry Index" 19.20 12.70 0.41 -33.85%
NYSE Bullish % Index 59.88 65.04 -2.61 5.16





Credit Spreads 12/31/2014 5/1/2015 Week Change Simple YTD
Inv Grade Credit Idx 3.70% 3.52% -0.04% -4.86%
High Yield Credit Idx 6.80% 5.97% -0.28% -12.21%
Markit CDX No Am Inv Grade 66 63 2.00 -3.00
Invest. Gr. to 10 yr T-Note Spread 153 140 -23.00 -13.00