Saturday, June 18, 2016

Market Data: Week Ending June 17,2016

Market Index12/31/20156/17/2016Week ChangeSimple YTD
Dow Industrials Avg17,425.0317,675.16-190.181.44%
S&P 500 Index2,043.942,071.22-24.851.33%
Fed Funds Rate0.35%0.38%0.01%8.57%
10 yr T-note Yld2.27%1.62%-0.02%-28.63%
5 yr T-note Yld1.76%1.13%-0.04%-35.80%
5 yr TIPS - 'Real' Yld0.45%-0.30%0.02%-166.67%
Implied 5 yr Inflation %1.31%1.43%-0.06%9.16%
2 yr T-note Yld1.06%0.70%-0.03%-33.96%
2-10 Yr Slope1.21%0.92%0.01%-23.97%
90 day T-bill Yld0.16%0.27%0.01%68.75%
Gold ($/oz)$1,060.50$1,301.60$25.3022.73%
WTI Oil ($/brl)$37.07$48.86-$0.0231.80%
VIX "Worry Index"18.2119.412.386.59%
NYSE Bullish % Index44.8964.69-2.7319.80
Credit Data12/31/20156/17/2016Week 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%6.35%0.06%-3.64%
Invest. Gr. to 10 yr T-Note Spread (x 10)3070010670