Friday, August 26, 2016

Market Data: Week Ending August 26, 2016

Market Index12/31/20158/26/2016Week ChangeSimple YTD
Dow Industrials Avg17,425.0318,395.40-157.175.57%
S&P 500 Index2,043.942,169.04-14.836.12%
Fed Funds Rate0.35%0.40%0.00%14.29%
10 yr T-note Yld2.27%1.62%0.04%-28.63%
5 yr T-note Yld1.76%1.23%0.06%-30.11%
5 yr TIPS - 'Real' Yld0.45%-0.08%0.09%-117.78%
Implied 5 yr Inflation %1.31%1.31%-0.03%0.00%
2 yr T-note Yld1.06%0.84%0.08%-20.75%
2-10 Yr Slope1.21%0.78%-0.04%-35.54%
90 day T-bill Yld0.16%0.34%0.05%112.50%
Gold ($/oz)$1,060.50$1,325.90-$20.3025.03%
WTI Oil ($/brl)$37.07$47.64-$1.4728.51%
VIX "Worry Index"18.2113.652.31-25.04%
NYSE Bullish % Index44.8970.54-0.6925.65
Credit Data12/31/20158/26/2016Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.30%2.30%0.00%0.00%
SPDR High Yid Credit ETF Yield (JNK)6.59%6.08%0.00%-7.74%
Invest. Gr. to 10 yr T-Note Spread (x 10)30680-40650