Market Index | 12/31/2015 | 1/15/2016 | Week Change | Simple YTD |
Dow Industrials Avg | 17,425.03 | 15,988.08 | -358.37 | -8.25% |
S&P 500 Index | 2,043.94 | 1,880.33 | -41.70 | -8.00% |
Fed Funds Rate | 0.35% | 0.36% | 0.00% | 2.86% |
10 yr T-note Yld | 2.27% | 2.03% | -0.10% | -10.57% |
5 yr T-note Yld | 1.76% | 1.46% | -0.11% | -17.05% |
5 yr TIPS - 'Real' Yld | 0.45% | 0.36% | 0.02% | -20.00% |
Implied 5 yr Inflation % | 1.31% | 1.10% | -0.13% | -16.03% |
2 yr T-note Yld | 1.06% | 0.85% | -0.09% | -19.81% |
2-10 Yr Slope | 1.21% | 1.18% | -0.01% | -2.48% |
90 day T-bill Yld | 0.16% | 0.24% | 0.04% | 50.00% |
Gold ($/oz) | $1,060.50 | $1,088.60 | -$15.50 | 2.65% |
WTI Oil ($/brl) | $37.07 | $30.68 | -$2.20 | -17.24% |
VIX "Worry Index" | 18.21 | 27.02 | 0.01 | 48.38% |
NYSE Bullish % Index | 44.89 | 25.8 | -7.99 | -19.09 |
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Credit Data | 12/31/2015 | 1/15/2016 | Week Change | Simple YTD |
iShares Agg. Bond ETF Yield (AGG) | 2.30% | 2.28% | -0.01% | -0.87% |
SPDR High Yid Credit ETF Yield (JNK) | 6.59% | 6.83% | 0.15% | 3.64% |
Invest. Gr. to 10 yr T-Note Spread (x 10) | 30 | 250 | 90 | 220 |