Market Index | 12/31/2015 | 9/16/2016 | Week Change | Simple YTD |
Dow Industrials Avg | 17,425.03 | 18,123.80 | 38.35 | 4.01% |
S&P 500 Index | 2,043.94 | 2,139.16 | 11.35 | 4.66% |
Fed Funds Rate | 0.35% | 0.40% | 0.00% | 14.29% |
10 yr T-note Yld | 2.27% | 1.70% | 0.03% | -25.11% |
5 yr T-note Yld | 1.76% | 1.21% | -0.02% | -31.25% |
5 yr TIPS - 'Real' Yld | 0.45% | -0.13% | -0.04% | -128.89% |
Implied 5 yr Inflation % | 1.31% | 1.34% | 0.02% | 2.29% |
2 yr T-note Yld | 1.06% | 0.77% | -0.02% | -27.36% |
2-10 Yr Slope | 1.21% | 0.93% | 0.05% | -23.14% |
90 day T-bill Yld | 0.16% | 0.30% | -0.05% | 87.50% |
Gold ($/oz) | $1,060.50 | $1,310.20 | -$24.30 | 23.55% |
WTI Oil ($/brl) | $37.07 | $43.62 | -$2.26 | 17.67% |
VIX "Worry Index" | 18.21 | 15.37 | -2.13 | -15.60% |
NYSE Bullish % Index | 44.89 | 66.76 | -3.26 | 21.87 |
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Credit Data | 12/31/2015 | 9/16/2016 | Week Change | Simple YTD |
iShares Agg. Bond ETF Yield (AGG) | 2.30% | 2.30% | 0.00% | 0.00% |
SPDR High Yid Credit ETF Yield (JNK) | 6.59% | 6.15% | 0.00% | -6.68% |
Invest. Gr. to 10 yr T-Note Spread (x 10) | 30 | 600 | -30 | 570 |