Saturday, January 23, 2016

Market Data: Week Ending January 22, 2016

Market Index12/31/20151/22/2016Week ChangeSimple YTD
Dow Industrials Avg17,425.0316,093.51105.43-7.64%
S&P 500 Index2,043.941,906.9026.57-6.70%
Fed Funds Rate0.35%0.36%0.00%2.86%
10 yr T-note Yld2.27%2.07%0.04%-8.81%
5 yr T-note Yld1.76%1.49%0.03%-15.34%
5 yr TIPS - 'Real' Yld0.45%0.34%-0.02%-24.44%
Implied 5 yr Inflation %1.31%1.15%0.05%-12.21%
2 yr T-note Yld1.06%0.88%0.03%-16.98%
2-10 Yr Slope1.21%1.19%0.01%-1.65%
90 day T-bill Yld0.16%0.31%0.07%93.75%
Gold ($/oz)$1,060.50$1,098.20$9.603.55%
WTI Oil ($/brl)$37.07$32.25$1.57-13.00%
VIX "Worry Index"18.2122.34-4.6822.68%
NYSE Bullish % Index44.8925.43-0.37-19.46
Credit Data12/31/20151/22/2016Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.30%2.28%0.00%-0.87%
SPDR High Yid Credit ETF Yield (JNK)6.59%6.78%-0.05%2.88%
Invest. Gr. to 10 yr T-Note Spread (x 10)30210-40180