Friday, June 3, 2016

Market Data: Week Ending June 3, 2016

Market Index12/31/20156/3/2016Week ChangeSimple YTD
Dow Industrials Avg17,425.0317,807.06-66.162.19%
S&P 500 Index2,043.942,099.130.072.70%
Fed Funds Rate0.35%0.37%0.00%5.71%
10 yr T-note Yld2.27%1.71%-0.14%-24.67%
5 yr T-note Yld1.76%1.23%-0.16%-30.11%
5 yr TIPS - 'Real' Yld0.45%-0.22%-0.10%-148.89%
Implied 5 yr Inflation %1.31%1.45%-0.06%10.69%
2 yr T-note Yld1.06%0.78%-0.12%-26.42%
2-10 Yr Slope1.21%0.93%-0.02%-23.14%
90 day T-bill Yld0.16%0.30%-0.02%87.50%
Gold ($/oz)$1,060.50$1,246.50$31.2017.54%
WTI Oil ($/brl)$37.07$48.90-$0.6631.91%
VIX "Worry Index"18.2113.470.35-26.03%
NYSE Bullish % Index44.8965.470.9920.58
Credit Data12/31/20156/3/2016Week 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%6.32%0.04%-4.10%
Invest. Gr. to 10 yr T-Note Spread (x 10)30620140590