Sunday, July 10, 2016

Market Data: Week Ending July 8, 2016

Market Index12/31/20157/8/2016Week ChangeSimple YTD
Dow Industrials Avg17,425.0318,146.74197.374.14%
S&P 500 Index2,043.942,129.9026.954.21%
Fed Funds Rate0.35%0.40%0.10%14.29%
10 yr T-note Yld2.27%1.37%-0.09%-39.65%
5 yr T-note Yld1.76%0.95%-0.05%-46.02%
5 yr TIPS - 'Real' Yld0.45%-0.44%-0.01%-197.78%
Implied 5 yr Inflation %1.31%1.39%-0.04%6.11%
2 yr T-note Yld1.06%0.61%0.02%-42.45%
2-10 Yr Slope1.21%0.76%-0.11%-37.19%
90 day T-bill Yld0.16%0.28%0.00%75.00%
Gold ($/oz)$1,060.50$1,367.40$22.5028.94%
WTI Oil ($/brl)$37.07$45.12-$4.1621.72%
VIX "Worry Index"18.2113.20-1.57-27.51%
NYSE Bullish % Index44.8960.592.7715.70
Credit Data12/31/20157/8/2016Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.30%2.29%-0.01%-0.43%
SPDR High Yid Credit ETF Yield (JNK)6.59%6.15%-0.09%-6.68%
Invest. Gr. to 10 yr T-Note Spread (x 10)3092080890