Saturday, July 16, 2016

Market Data: Week Ending July 15, 2016

Market Index12/31/20157/15/2016Week ChangeSimple YTD
Dow Industrials Avg17,425.0318,516.55369.816.26%
S&P 500 Index2,043.942,161.7431.845.76%
Fed Funds Rate0.35%0.40%0.00%14.29%
10 yr T-note Yld2.27%1.50%0.13%-33.92%
5 yr T-note Yld1.76%1.15%0.20%-34.66%
5 yr TIPS - 'Real' Yld0.45%-0.29%0.15%-164.44%
Implied 5 yr Inflation %1.31%1.44%0.05%9.92%
2 yr T-note Yld1.06%0.71%0.10%-33.02%
2-10 Yr Slope1.21%0.79%0.03%-34.71%
90 day T-bill Yld0.16%0.32%0.04%100.00%
Gold ($/oz)$1,060.50$1,371.70$4.3029.34%
WTI Oil ($/brl)$37.07$46.28$1.1624.84%
VIX "Worry Index"18.2112.67-0.53-30.42%
NYSE Bullish % Index44.8968.387.7923.49
Credit Data12/31/20157/15/2016Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.30%2.31%0.02%0.43%
SPDR High Yid Credit ETF Yield (JNK)6.59%6.14%-0.01%-6.83%
Invest. Gr. to 10 yr T-Note Spread (x 10)30810-110780