Friday, March 4, 2016

Market Data: Week Ending March 4, 2016

Market Index12/31/20153/4/2016Week ChangeSimple YTD
Dow Industrials Avg17,425.0317,006.77366.80-2.40%
S&P 500 Index2,043.941,999.9951.94-2.15%
Fed Funds Rate0.35%0.37%0.00%5.71%
10 yr T-note Yld2.27%1.88%0.12%-17.18%
5 yr T-note Yld1.76%1.38%0.15%-21.59%
5 yr TIPS - 'Real' Yld0.45%0.02%-0.01%-95.56%
Implied 5 yr Inflation %1.31%1.36%0.16%3.82%
2 yr T-note Yld1.06%0.88%0.08%-16.98%
2-10 Yr Slope1.21%1.00%0.04%-17.36%
90 day T-bill Yld0.16%0.29%-0.04%81.25%
Gold ($/oz)$1,060.50$1,260.10$37.3018.82%
WTI Oil ($/brl)$37.07$36.33$3.49-2.00%
VIX "Worry Index"18.2116.86-2.95-7.41%
NYSE Bullish % Index44.8956.0211.2111.13
Credit Data12/31/20153/4/2016Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.30%2.35%0.04%2.17%
SPDR High Yid Credit ETF Yield (JNK)6.59%6.59%-0.15%0.00%
Invest. Gr. to 10 yr T-Note Spread (x 10)30470-80440