Friday, March 11, 2016

Market Data: Week Ending March 11, 2016

Market Index12/31/20153/11/2016Week ChangeSimple YTD
Dow Industrials Avg17,425.0317,213.31206.54-1.22%
S&P 500 Index2,043.942,022.1922.20-1.06%
Fed Funds Rate0.35%0.36%-0.01%2.86%
10 yr T-note Yld2.27%1.98%0.10%-12.78%
5 yr T-note Yld1.76%1.49%0.11%-15.34%
5 yr TIPS - 'Real' Yld0.45%0.08%0.06%-82.22%
Implied 5 yr Inflation %1.31%1.41%0.05%7.63%
2 yr T-note Yld1.06%0.97%0.09%-8.49%
2-10 Yr Slope1.21%1.01%0.01%-16.53%
90 day T-bill Yld0.16%0.33%0.04%106.25%
Gold ($/oz)$1,060.50$1,251.10-$9.0017.97%
WTI Oil ($/brl)$37.07$38.49$2.163.83%
VIX "Worry Index"18.2116.50-0.36-9.39%
NYSE Bullish % Index44.8959.373.3514.48
Credit Data12/31/20153/11/2016Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.30%2.35%0.00%2.17%
SPDR High Yid Credit ETF Yield (JNK)6.59%6.49%-0.10%-1.52%
Invest. Gr. to 10 yr T-Note Spread (x 10)30370-100340