Friday, June 24, 2016

Market Data: Week Ending June 24, 2016

Market Index12/31/20156/24/2016Week ChangeSimple YTD
Dow Industrials Avg17,425.0317,400.65-274.51-0.14%
S&P 500 Index2,043.942,037.41-33.81-0.32%
Fed Funds Rate0.35%0.39%0.01%11.43%
10 yr T-note Yld2.27%1.57%-0.05%-30.84%
5 yr T-note Yld1.76%1.08%-0.05%-38.64%
5 yr TIPS - 'Real' Yld0.45%-0.28%0.02%-162.22%
Implied 5 yr Inflation %1.31%1.36%-0.07%3.82%
2 yr T-note Yld1.06%0.67%-0.03%-36.79%
2-10 Yr Slope1.21%0.90%-0.02%-25.62%
90 day T-bill Yld0.16%0.27%0.00%68.75%
Gold ($/oz)$1,060.50$1,319.10$17.5024.38%
WTI Oil ($/brl)$37.07$47.57-$1.2928.32%
VIX "Worry Index"18.2125.766.3541.46%
NYSE Bullish % Index44.8962.41-2.2817.52
Credit Data12/31/20156/24/2016Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.30%2.32%0.00%0.87%
SPDR High Yid Credit ETF Yield (JNK)6.59%6.32%-0.03%-4.10%
Invest. Gr. to 10 yr T-Note Spread (x 10)3075050720