Friday, February 12, 2016

Market Data: Week Ending February 12, 2016

Market Index12/31/20152/12/2016Week ChangeSimple YTD
Dow Industrials Avg17,425.0315,973.84-231.13-8.33%
S&P 500 Index2,043.941,864.78-15.27-8.77%
Fed Funds Rate0.35%0.38%0.00%8.57%
10 yr T-note Yld2.27%1.74%-0.12%-23.35%
5 yr T-note Yld1.76%1.20%-0.05%-31.82%
5 yr TIPS - 'Real' Yld0.45%0.17%-0.01%-62.22%
Implied 5 yr Inflation %1.31%1.03%-0.04%-21.37%
2 yr T-note Yld1.06%0.71%-0.03%-33.02%
2-10 Yr Slope1.21%1.03%-0.09%-14.88%
90 day T-bill Yld0.16%0.30%0.00%87.50%
Gold ($/oz)$1,060.50$1,238.50$64.4016.78%
WTI Oil ($/brl)$37.07$29.02-$1.98-21.72%
VIX "Worry Index"18.2125.402.0239.48%
NYSE Bullish % Index44.8926.86-5.26-18.03
Credit Data12/31/20152/12/2016Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.30%2.31%-0.01%0.43%
SPDR High Yid Credit ETF Yield (JNK)6.59%6.96%0.06%5.61%
Invest. Gr. to 10 yr T-Note Spread (x 10)30570110540