Saturday, March 26, 2016

Market Data: Week Ending March 25, 2016

Market Index12/31/20153/25/2016Week ChangeSimple YTD
Dow Industrials Avg17,425.0317,515.73-86.570.52%
S&P 500 Index2,043.942,035.94-13.64-0.39%
Fed Funds Rate0.35%0.37%0.00%5.71%
10 yr T-note Yld2.27%1.91%0.03%-15.86%
5 yr T-note Yld1.76%1.39%0.05%-21.02%
5 yr TIPS - 'Real' Yld0.45%-0.03%0.10%-106.67%
Implied 5 yr Inflation %1.31%1.42%-0.05%8.40%
2 yr T-note Yld1.06%0.89%0.05%-16.04%
2-10 Yr Slope1.21%1.02%-0.02%-15.70%
90 day T-bill Yld0.16%0.30%0.00%87.50%
Gold ($/oz)$1,060.50$1,216.70-$39.3014.73%
WTI Oil ($/brl)$37.07$39.59-$1.546.80%
VIX "Worry Index"18.2114.740.72-19.06%
NYSE Bullish % Index44.8963.2-0.0218.31
Credit Data12/31/20153/25/2016Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.30%2.34%0.00%1.74%
SPDR High Yid Credit ETF Yield (JNK)6.59%6.53%0.08%-0.91%
Invest. Gr. to 10 yr T-Note Spread (x 10)30430-30400