Saturday, October 17, 2015

Market Data: Week Ending October 16, 2015

Market Index12/31/201410/16/2015Week ChangeSimple YTD
Dow Industrials Avg17,983.0717,215.970.76%-4.27%
S&P 500 Index2,058.902,033.110.90%-1.25%
Fed Funds Rate0.03%0.13%0.00%333.33%
10 yr T-note Yld2.17%2.04%-0.08%-5.99%
5 yr T-note Yld1.65%1.36%-0.05%-17.58%
5 yr TIPS - 'Real' Yld0.33%0.18%0.04%-45.45%
Implied 5 yr Inflation %1.32%1.18%-0.09%-10.61%
2 yr T-note Yld0.67%0.61%-0.04%-8.96%
2-10 Yr Slope1.50%1.43%-0.04%-4.67%
90 day T-bill Yld0.04%0.01%0.00%-75.00%
Gold ($/oz)$1,183.20$1,177.40$21.80-0.49%
WTI Oil ($/brl)$53.71$47.73-$1.76-11.13%
VIX "Worry Index"19.2015.05-2.03-21.61%
NYSE Bullish % Index59.8846.752.62-13.13
Credit Data12/31/201410/16/2015Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.33%2.36%-0.01%1.29%
SPDR High Yid Credit ETF Yield (JNK)6.01%6.16%-0.01%2.50%
Invest. Gr. to 10 yr T-Note Spread (x 10)16032070160