Market Index | 12/31/2015 | 1/22/2016 | Week Change | Simple YTD |
Dow Industrials Avg | 17,425.03 | 16,093.51 | 105.43 | -7.64% |
S&P 500 Index | 2,043.94 | 1,906.90 | 26.57 | -6.70% |
Fed Funds Rate | 0.35% | 0.36% | 0.00% | 2.86% |
10 yr T-note Yld | 2.27% | 2.07% | 0.04% | -8.81% |
5 yr T-note Yld | 1.76% | 1.49% | 0.03% | -15.34% |
5 yr TIPS - 'Real' Yld | 0.45% | 0.34% | -0.02% | -24.44% |
Implied 5 yr Inflation % | 1.31% | 1.15% | 0.05% | -12.21% |
2 yr T-note Yld | 1.06% | 0.88% | 0.03% | -16.98% |
2-10 Yr Slope | 1.21% | 1.19% | 0.01% | -1.65% |
90 day T-bill Yld | 0.16% | 0.31% | 0.07% | 93.75% |
Gold ($/oz) | $1,060.50 | $1,098.20 | $9.60 | 3.55% |
WTI Oil ($/brl) | $37.07 | $32.25 | $1.57 | -13.00% |
VIX "Worry Index" | 18.21 | 22.34 | -4.68 | 22.68% |
NYSE Bullish % Index | 44.89 | 25.43 | -0.37 | -19.46 |
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Credit Data | 12/31/2015 | 1/22/2016 | Week Change | Simple 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) | 30 | 210 | -40 | 180 |