diff --git a/zipline/data/loader.py b/zipline/data/loader.py
index 24abb5ea..347dcff4 100644
--- a/zipline/data/loader.py
+++ b/zipline/data/loader.py
@@ -157,7 +157,7 @@ def load_market_data(trading_day=trading_day_nyse,
     bm_filepath = get_data_filepath(get_benchmark_filename(bm_symbol))
     try:
         saved_benchmarks = pd.Series.from_csv(bm_filepath)
-    except (OSError, IOError):
+    except (OSError, IOError, ValueError):
         logger.info(
             "No cache found at {path}. "
             "Downloading benchmark data for '{symbol}'.",
@@ -204,7 +204,7 @@ def load_market_data(trading_day=trading_day_nyse,
     tr_filepath = get_data_filepath(filename)
     try:
         saved_curves = pd.DataFrame.from_csv(tr_filepath)
-    except (OSError, IOError):
+    except (OSError, IOError, ValueError):
         logger.info(
             "No cache found at {path}. "
             "Downloading treasury data from {source}.",