Saturday, August 22, 2015

Market Data: Week Ending August 21, 2015


Market Index
12/31/2014
8/21/2015
Week Change
Simple YTD
Dow Industrials Avg
17,983.07
16,459.75
-6.18%
-8.47%
S&P 500 Index
2,058.90
1,970.89
-6.12%
-4.27%
Fed Funds Rate
0.03%
0.15%
0.00%
400.00%
10 yr T-note Yld
2.17%
2.05%
-0.15%
-5.53%
5 yr T-note Yld
1.65%
1.44%
-0.17%
-12.73%
5 yr TIPS - 'Real' Yld
0.33%
0.33%
-0.03%
0.00%
Implied 5 yr Inflation %
1.32%
1.11%
-0.14%
-15.91%
2 yr T-note Yld
0.67%
0.64%
-0.09%
-4.48%
2-10 Yr Slope
1.50%
1.41%
-0.06%
-6.00%
90 day T-bill Yld
0.04%
0.03%
-0.06%
-25.00%
Gold ($/oz)
$1,183.20
$1,159.90
$46.70
-1.97%
WTI Oil ($/brl)
$53.71
$40.29
-$2.45
-24.99%
VIX "Worry Index"
19.20
20.83
8.00
8.49%
NYSE Bullish % Index
59.88
41.86
-10.54
-18.02





Credit Data
12/31/2014
8/21/2015
Week Change
Simple YTD
iShares Agg. Bond ETF Yield (AGG)
2.33%
2.32%
-0.02%
-0.43%
SPDR High Yid Credit ETF Yield (JNK)
6.01%
6.12%
0.07%
1.83%
Markit CDX No Am Inv Grade
66
81
5.00
15.00
Invest. Gr. to 10 yr T-Note Spread
16
27
13.00
11.00