Friday, February 5, 2016

Market Data: Week Ending February 5, 2016

Market Index12/31/20152/5/2016Week ChangeSimple YTD
Dow Industrials Avg17,425.0316,204.97-261.33-7.00%
S&P 500 Index2,043.941,880.05-60.19-8.02%
Fed Funds Rate0.35%0.38%0.00%8.57%
10 yr T-note Yld2.27%1.86%-0.08%-18.06%
5 yr T-note Yld1.76%1.25%-0.08%-28.98%
5 yr TIPS - 'Real' Yld0.45%0.18%0.04%-60.00%
Implied 5 yr Inflation %1.31%1.07%-0.12%-18.32%
2 yr T-note Yld1.06%0.74%-0.02%-30.19%
2-10 Yr Slope1.21%1.12%-0.06%-7.44%
90 day T-bill Yld0.16%0.30%-0.03%87.50%
Gold ($/oz)$1,060.50$1,174.10$55.7010.71%
WTI Oil ($/brl)$37.07$31.00-$2.74-16.37%
VIX "Worry Index"18.2123.383.1828.39%
NYSE Bullish % Index44.8932.122.82-12.77
Credit Data12/31/20152/5/2016Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.30%2.32%0.05%0.87%
SPDR High Yid Credit ETF Yield (JNK)6.59%6.90%0.17%4.70%
Invest. Gr. to 10 yr T-Note Spread (x 10)30460130430