Sunday, May 8, 2016

Market Data: Week Ending May 6, 2016

Market Index12/31/20155/6/2016Week ChangeSimple YTD
Dow Industrials Avg17,425.0317,740.63-33.011.81%
S&P 500 Index2,043.942,057.14-8.160.65%
Fed Funds Rate0.35%0.37%0.00%5.71%
10 yr T-note Yld2.27%1.79%-0.04%-21.15%
5 yr T-note Yld1.76%1.23%-0.05%-30.11%
5 yr TIPS - 'Real' Yld0.45%-0.28%0.04%-162.22%
Implied 5 yr Inflation %1.31%1.51%-0.09%15.27%
2 yr T-note Yld1.06%0.74%-0.03%-30.19%
2-10 Yr Slope1.21%1.05%-0.01%-13.22%
90 day T-bill Yld0.16%0.19%-0.03%18.75%
Gold ($/oz)$1,060.50$1,289.70-$5.2021.61%
WTI Oil ($/brl)$37.07$44.56-$1.4320.21%
VIX "Worry Index"18.2114.72-1.01-19.17%
NYSE Bullish % Index44.8967.38-2.5622.49
Credit Data12/31/20155/6/2016Week 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%6.39%0.09%-3.03%
Invest. Gr. to 10 yr T-Note Spread (x 10)3054040510