Friday, January 8, 2016

Market Data: Week Ending January 8, 2016

Market Index
12/31/2015
1/8/2016
Week Change
Simple YTD
Dow Industrials Avg
17,425.03
16,346.45
-1,078.58
-6.19%
S&P 500 Index
2,043.94
1,922.03
-121.91
-5.96%
Fed Funds Rate
0.35%
0.36%
0.01%
2.86%
10 yr T-note Yld
2.27%
2.13%
-0.14%
-6.17%
5 yr T-note Yld
1.76%
1.57%
-0.19%
-10.80%
5 yr TIPS - 'Real' Yld
0.45%
0.34%
-0.11%
-24.44%
Implied 5 yr Inflation %
1.31%
1.23%
-0.08%
-6.11%
2 yr T-note Yld
1.06%
0.94%
-0.12%
-11.32%
2-10 Yr Slope
1.21%
1.19%
-0.02%
-1.65%
90 day T-bill Yld
0.16%
0.20%
0.04%
25.00%
Gold ($/oz)
$1,060.50
$1,104.10
$43.60
4.11%
WTI Oil ($/brl)
$37.07
$32.88
-$4.19
-11.30%
VIX "Worry Index"
18.21
27.01
8.80
48.33%
NYSE Bullish % Index
44.89
33.79
-11.10
-11.10





Credit Data
12/31/2015
1/8/2016
Week Change
Simple YTD
iShares Agg. Bond ETF Yield (AGG)
2.30%
2.29%
-0.01%
-0.43%
SPDR High Yid Credit ETF Yield (JNK)
6.59%
6.68%
0.09%
1.37%
Invest. Gr. to 10 yr T-Note Spread (x 10)
30
160
130
130