Saturday, October 10, 2015

Market Data: Week Ending October 9, 2015

Market Index12/31/201410/9/2015Week ChangeSimple YTD
Dow Industrials Avg17,983.0717,084.493.58%-5.00%
S&P 500 Index2,058.902,014.893.15%-2.14%
Fed Funds Rate0.03%0.13%0.00%333.33%
10 yr T-note Yld2.17%2.12%0.13%-2.30%
5 yr T-note Yld1.65%1.41%0.12%-14.55%
5 yr TIPS - 'Real' Yld0.33%0.14%-0.10%-57.58%
Implied 5 yr Inflation %1.32%1.27%0.22%-3.79%
2 yr T-note Yld0.67%0.65%0.07%-2.99%
2-10 Yr Slope1.50%1.47%0.06%-2.00%
90 day T-bill Yld0.04%0.01%0.01%-75.00%
Gold ($/oz)$1,183.20$1,155.60$18.00-2.33%
WTI Oil ($/brl)$53.71$49.49$3.83-7.86%
VIX "Worry Index"19.2017.08-3.86-11.04%
NYSE Bullish % Index59.8844.1313.24-15.75
Credit Data12/31/201410/9/2015Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.33%2.37%0.01%1.72%
SPDR High Yid Credit ETF Yield (JNK)6.01%6.17%-0.17%2.66%
Invest. Gr. to 10 yr T-Note Spread1625-12.009.00