Market Index | 12/31/2015 | 2/19/2016 | Week Change | Simple YTD |
Dow Industrials Avg | 17,425.03 | 16,391.99 | 418.15 | -5.93% |
S&P 500 Index | 2,043.94 | 1,917.78 | 53.00 | -6.17% |
Fed Funds Rate | 0.35% | 0.38% | 0.00% | 8.57% |
10 yr T-note Yld | 2.27% | 1.76% | 0.02% | -22.47% |
5 yr T-note Yld | 1.76% | 1.24% | 0.04% | -29.55% |
5 yr TIPS - 'Real' Yld | 0.45% | 0.18% | 0.01% | -60.00% |
Implied 5 yr Inflation % | 1.31% | 1.06% | 0.03% | -19.08% |
2 yr T-note Yld | 1.06% | 0.76% | 0.05% | -28.30% |
2-10 Yr Slope | 1.21% | 1.00% | -0.03% | -17.36% |
90 day T-bill Yld | 0.16% | 0.31% | 0.01% | 93.75% |
Gold ($/oz) | $1,060.50 | $1,226.60 | -$11.90 | 15.66% |
WTI Oil ($/brl) | $37.07 | $31.96 | $2.94 | -13.78% |
VIX "Worry Index" | 18.21 | 20.53 | -4.87 | 12.74% |
NYSE Bullish % Index | 44.89 | 30.6 | 3.74 | -14.29 |
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Credit Data | 12/31/2015 | 2/19/2016 | Week Change | Simple YTD |
iShares Agg. Bond ETF Yield (AGG) | 2.30% | 2.31% | 0.00% | 0.43% |
SPDR High Yid Credit ETF Yield (JNK) | 6.59% | 6.88% | -0.08% | 4.40% |
Invest. Gr. to 10 yr T-Note Spread (x 10) | 30 | 550 | -20 | 520 |