Friday, January 15, 2016

Market Data: Week Ending January 15, 2016

Market Index12/31/20151/15/2016Week ChangeSimple YTD
Dow Industrials Avg17,425.0315,988.08-358.37-8.25%
S&P 500 Index2,043.941,880.33-41.70-8.00%
Fed Funds Rate0.35%0.36%0.00%2.86%
10 yr T-note Yld2.27%2.03%-0.10%-10.57%
5 yr T-note Yld1.76%1.46%-0.11%-17.05%
5 yr TIPS - 'Real' Yld0.45%0.36%0.02%-20.00%
Implied 5 yr Inflation %1.31%1.10%-0.13%-16.03%
2 yr T-note Yld1.06%0.85%-0.09%-19.81%
2-10 Yr Slope1.21%1.18%-0.01%-2.48%
90 day T-bill Yld0.16%0.24%0.04%50.00%
Gold ($/oz)$1,060.50$1,088.60-$15.502.65%
WTI Oil ($/brl)$37.07$30.68-$2.20-17.24%
VIX "Worry Index"18.2127.020.0148.38%
NYSE Bullish % Index44.8925.8-7.99-19.09
Credit Data12/31/20151/15/2016Week ChangeSimple 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)3025090220