Saturday, May 14, 2016

Market Data: Week Ending May 13, 2016

Market Index12/31/20155/13/2016Week ChangeSimple YTD
Dow Industrials Avg17,425.0317,535.32-205.310.63%
S&P 500 Index2,043.942,045.61-11.530.08%
Fed Funds Rate0.35%0.37%0.00%5.71%
10 yr T-note Yld2.27%1.71%-0.08%-24.67%
5 yr T-note Yld1.76%1.22%-0.01%-30.68%
5 yr TIPS - 'Real' Yld0.45%-0.30%-0.02%-166.67%
Implied 5 yr Inflation %1.31%1.52%0.01%16.03%
2 yr T-note Yld1.06%0.76%0.02%-28.30%
2-10 Yr Slope1.21%0.95%-0.10%-21.49%
90 day T-bill Yld0.16%0.29%0.10%81.25%
Gold ($/oz)$1,060.50$1,274.03-$15.6720.13%
WTI Oil ($/brl)$37.07$47.03$2.4726.87%
VIX "Worry Index"18.2115.040.32-17.41%
NYSE Bullish % Index44.8965.97-1.4121.08
Credit Data12/31/20155/13/2016Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.30%2.32%-0.01%0.87%
SPDR High Yid Credit ETF Yield (JNK)6.59%6.37%-0.02%-3.34%
Invest. Gr. to 10 yr T-Note Spread (x 10)3061070580