Saturday, March 19, 2016

Market Data: Week Ending March 18, 2016

Market Index12/31/20153/18/2016Week ChangeSimple YTD
Dow Industrials Avg17,425.0317,602.30388.991.02%
S&P 500 Index2,043.942,049.5827.390.28%
Fed Funds Rate0.35%0.37%0.01%5.71%
10 yr T-note Yld2.27%1.88%-0.10%-17.18%
5 yr T-note Yld1.76%1.34%-0.15%-23.86%
5 yr TIPS - 'Real' Yld0.45%-0.13%-0.21%-128.89%
Implied 5 yr Inflation %1.31%1.47%0.06%12.21%
2 yr T-note Yld1.06%0.84%-0.13%-20.75%
2-10 Yr Slope1.21%1.04%0.03%-14.05%
90 day T-bill Yld0.16%0.30%0.00%87.50%
Gold ($/oz)$1,060.50$1,256.00$4.9018.43%
WTI Oil ($/brl)$37.07$41.13$2.6410.95%
VIX "Worry Index"18.2114.02-2.48-23.01%
NYSE Bullish % Index44.8963.223.8518.33
Credit Data12/31/20153/18/2016Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.30%2.34%-0.01%1.74%
SPDR High Yid Credit ETF Yield (JNK)6.59%6.45%-0.04%-2.12%
Invest. Gr. to 10 yr T-Note Spread (x 10)3046090430