Saturday, July 23, 2016

Market Data: Week Ending July 22, 2016

Market Index12/31/20157/22/2016Week ChangeSimple YTD
Dow Industrials Avg17,425.0318,570.8554.306.58%
S&P 500 Index2,043.942,175.0313.296.41%
Fed Funds Rate0.35%0.40%0.00%14.29%
10 yr T-note Yld2.27%1.57%0.07%-30.84%
5 yr T-note Yld1.76%1.13%-0.02%-35.80%
5 yr TIPS - 'Real' Yld0.45%-0.23%0.06%-151.11%
Implied 5 yr Inflation %1.31%1.36%-0.08%3.82%
2 yr T-note Yld1.06%0.71%0.00%-33.02%
2-10 Yr Slope1.21%0.86%0.07%-28.93%
90 day T-bill Yld0.16%0.33%0.01%106.25%
Gold ($/oz)$1,060.50$1,323.40-$48.3024.79%
WTI Oil ($/brl)$37.07$44.19-$2.0919.21%
VIX "Worry Index"18.2112.02-0.65-33.99%
NYSE Bullish % Index44.8969.681.3024.79
Credit Data12/31/20157/22/2016Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.30%2.30%-0.01%0.00%
SPDR High Yid Credit ETF Yield (JNK)6.59%6.10%-0.04%-7.44%
Invest. Gr. to 10 yr T-Note Spread (x 10)30730-80700