Monday, August 17, 2015

Market Data: Week Ending August 14, 2015


Market Index
12/31/2014
8/14/2015
Week Change
Simple YTD
Dow Industrials Avg
17,983.07
17,477.40
0.60%
-2.81%
S&P 500 Index
2,058.90
2,091.54
0.67%
1.59%
Fed Funds Rate
0.03%
0.15%
0.01%
400.00%
10 yr T-note Yld
2.17%
2.20%
0.02%
1.38%
5 yr T-note Yld
1.65%
1.61%
0.02%
-2.42%
5 yr TIPS - 'Real' Yld
0.33%
0.36%
0.05%
9.09%
Implied 5 yr Inflation %
1.32%
1.25%
-0.03%
-5.30%
2 yr T-note Yld
0.67%
0.73%
0.00%
8.96%
2-10 Yr Slope
1.50%
1.47%
0.02%
-2.00%
90 day T-bill Yld
0.04%
0.09%
0.03%
125.00%
Gold ($/oz)
$1,183.20
$1,113.20
$19.90
-5.92%
WTI Oil ($/brl)
$53.71
$42.74
-$1.01
-20.42%
VIX "Worry Index"
19.20
12.83
-0.56
-33.18%
NYSE Bullish % Index
59.88
52.4
4.72
-7.48





Credit Data
12/31/2014
8/14/2015
Week Change
Simple YTD
iShares Agg. Bond ETF Yield (AGG)
2.33%
2.34%
0.01%
0.43%
SPDR High Yid Credit ETF Yield (JNK)
6.01%
6.05%
0.04%
0.67%
Markit CDX No Am Inv Grade
66
76
2.00
10.00
Invest. Gr. to 10 yr T-Note Spread
16
14
-1.00
-2.00