Saturday, May 21, 2016

Market Data: Week Ending May 20, 2016

Market Index12/31/20155/20/2016Week ChangeSimple YTD
Dow Industrials Avg17,425.0317,500.94-34.380.44%
S&P 500 Index2,043.942,052.326.710.41%
Fed Funds Rate0.35%0.37%0.00%5.71%
10 yr T-note Yld2.27%1.85%0.14%-18.50%
5 yr T-note Yld1.76%1.35%0.13%-23.30%
5 yr TIPS - 'Real' Yld0.45%-0.13%0.17%-128.89%
Implied 5 yr Inflation %1.31%1.48%-0.04%12.98%
2 yr T-note Yld1.06%0.89%0.13%-16.04%
2-10 Yr Slope1.21%0.96%0.01%-20.66%
90 day T-bill Yld0.16%0.33%0.04%106.25%
Gold ($/oz)$1,060.50$1,252.90-$21.1318.14%
WTI Oil ($/brl)$37.07$48.48$1.4530.78%
VIX "Worry Index"18.2115.200.16-16.53%
NYSE Bullish % Index44.8962.45-3.5217.56
Credit Data12/31/20155/20/2016Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.30%2.34%0.02%1.74%
SPDR High Yid Credit ETF Yield (JNK)6.59%6.33%-0.04%-3.95%
Invest. Gr. to 10 yr T-Note Spread (x 10)30490-120460