Friday, June 10, 2016

Market Data: Week Ending June 10, 2016

Market Index12/31/20156/10/2016Week ChangeSimple YTD
Dow Industrials Avg17,425.0317,865.3458.282.53%
S&P 500 Index2,043.942,096.07-3.062.55%
Fed Funds Rate0.35%0.37%0.00%5.71%
10 yr T-note Yld2.27%1.64%-0.07%-27.75%
5 yr T-note Yld1.76%1.17%-0.06%-33.52%
5 yr TIPS - 'Real' Yld0.45%-0.32%-0.10%-171.11%
Implied 5 yr Inflation %1.31%1.49%0.04%13.74%
2 yr T-note Yld1.06%0.73%-0.05%-31.13%
2-10 Yr Slope1.21%0.91%-0.02%-24.79%
90 day T-bill Yld0.16%0.26%-0.04%62.50%
Gold ($/oz)$1,060.50$1,276.30$29.8020.35%
WTI Oil ($/brl)$37.07$48.88-$0.0231.86%
VIX "Worry Index"18.2117.033.56-6.48%
NYSE Bullish % Index44.8967.421.9522.53
Credit Data12/31/20156/10/2016Week 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%6.29%-0.03%-4.55%
Invest. Gr. to 10 yr T-Note Spread (x 10)3069070660