Friday, August 5, 2016

Market Data: Week Ending August 5, 2016

Market Index12/31/20158/5/2016Week ChangeSimple YTD
Dow Industrials Avg17,425.0318,543.53111.296.42%
S&P 500 Index2,043.942,182.879.276.80%
Fed Funds Rate0.35%0.40%0.00%14.29%
10 yr T-note Yld2.27%1.59%0.13%-29.96%
5 yr T-note Yld1.76%1.13%0.10%-35.80%
5 yr TIPS - 'Real' Yld0.45%-0.20%0.08%-144.44%
Implied 5 yr Inflation %1.31%1.33%0.02%1.53%
2 yr T-note Yld1.06%0.72%0.05%-32.08%
2-10 Yr Slope1.21%0.87%0.08%-28.10%
90 day T-bill Yld0.16%0.28%0.00%75.00%
Gold ($/oz)$1,060.50$1,344.40-$13.5026.77%
WTI Oil ($/brl)$37.07$41.80$0.2012.76%
VIX "Worry Index"18.2111.39-0.48-37.45%
NYSE Bullish % Index44.8969.48-0.3024.59
Credit Data12/31/20158/5/2016Week 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%6.17%0.02%-6.37%
Invest. Gr. to 10 yr T-Note Spread (x 10)30710-120680