Saturday, April 9, 2016

Market Data: Week Ending April 8, 2016

Market Index12/31/20154/8/2016Week ChangeSimple YTD
Dow Industrials Avg17,425.0317,576.96-215.790.87%
S&P 500 Index2,043.942,047.60-28.180.18%
Fed Funds Rate0.35%0.37%0.12%5.71%
10 yr T-note Yld2.27%1.72%-0.07%-24.23%
5 yr T-note Yld1.76%1.16%-0.08%-34.09%
5 yr TIPS - 'Real' Yld0.45%-0.27%-0.02%-160.00%
Implied 5 yr Inflation %1.31%1.43%-0.06%9.16%
2 yr T-note Yld1.06%0.70%-0.06%-33.96%
2-10 Yr Slope1.21%1.02%-0.01%-15.70%
90 day T-bill Yld0.16%0.23%0.00%43.75%
Gold ($/oz)$1,060.50$1,240.10$16.9016.94%
WTI Oil ($/brl)$37.07$39.66$3.036.99%
VIX "Worry Index"18.2115.362.26-15.65%
NYSE Bullish % Index44.8963.29-1.5818.40
Credit Data12/31/20154/8/2016Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.30%2.33%0.00%1.30%
SPDR High Yid Credit ETF Yield (JNK)6.59%6.51%-0.03%-1.21%
Invest. Gr. to 10 yr T-Note Spread (x 10)3061070580