Saturday, October 24, 2015

Market Data: Week Ending October 23, 2015

Market Index12/31/201410/23/2015Week ChangeSimple YTD
Dow Industrials Avg17,983.0717,646.702.44%-1.87%
S&P 500 Index2,058.902,075.152.03%0.79%
Fed Funds Rate0.03%0.13%0.00%333.33%
10 yr T-note Yld2.17%2.09%0.05%-3.69%
5 yr T-note Yld1.65%1.43%0.07%-13.33%
5 yr TIPS - 'Real' Yld0.33%0.24%0.06%-27.27%
Implied 5 yr Inflation %1.32%1.19%0.01%-9.85%
2 yr T-note Yld0.67%0.66%0.05%-1.49%
2-10 Yr Slope1.50%1.43%0.00%-4.67%
90 day T-bill Yld0.04%0.01%0.00%-75.00%
Gold ($/oz)$1,183.20$1,164.00-$13.40-1.62%
WTI Oil ($/brl)$53.71$44.73-$3.00-16.72%
VIX "Worry Index"19.2014.46-0.59-24.69%
NYSE Bullish % Index59.8850.393.64-9.49
Credit Data12/31/201410/23/2015Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.33%2.36%0.00%1.29%
SPDR High Yid Credit ETF Yield (JNK)6.01%6.12%-0.04%1.83%
Invest. Gr. to 10 yr T-Note Spread (x 10)160270-50110