Saturday, August 8, 2015

Market Data: Week Ending August 7, 2015


Market Index
12/31/2014
8/7/2015
Week Change
Simple YTD
Dow Industrials Avg
17,983.07
17,373.38
-1.82%
-3.39%
S&P 500 Index
2,058.90
2,077.57
-1.26%
0.91%
Fed Funds Rate
0.03%
0.14%
0.00%
366.67%
10 yr T-note Yld
2.17%
2.18%
-0.02%
0.46%
5 yr T-note Yld
1.65%
1.59%
0.05%
-3.64%
5 yr TIPS - 'Real' Yld
0.33%
0.31%
0.09%
-6.06%
Implied 5 yr Inflation %
1.32%
1.28%
-0.04%
-3.03%
2 yr T-note Yld
0.67%
0.73%
0.06%
8.96%
2-10 Yr Slope
1.50%
1.45%
-0.08%
-3.33%
90 day T-bill Yld
0.04%
0.06%
-0.02%
50.00%
Gold ($/oz)
$1,183.20
$1,093.30
-$1.70
-7.60%
WTI Oil ($/brl)
$53.71
$43.75
-$3.02
-18.54%
VIX "Worry Index"
19.20
13.39
1.27
-30.26%
NYSE Bullish % Index
59.88
47.68
-1.55
-12.20





Credit Data
12/31/2014
8/7/2015
Week Change
Simple YTD
iShares Agg. Bond ETF Yield (AGG)
2.33%
2.33%
0.01%
0.00%
SPDR High Yid Credit ETF Yield (JNK)
6.01%
6.01%
0.07%
0.00%
Markit CDX No Am Inv Grade
66
74
4.00
8.00
Invest. Gr. to 10 yr T-Note Spread
16
15
3.00
-1.00