Friday, September 16, 2016

Market Data: Week Ending September 16, 2016

Market Index12/31/20159/16/2016Week ChangeSimple YTD
Dow Industrials Avg17,425.0318,123.8038.354.01%
S&P 500 Index2,043.942,139.1611.354.66%
Fed Funds Rate0.35%0.40%0.00%14.29%
10 yr T-note Yld2.27%1.70%0.03%-25.11%
5 yr T-note Yld1.76%1.21%-0.02%-31.25%
5 yr TIPS - 'Real' Yld0.45%-0.13%-0.04%-128.89%
Implied 5 yr Inflation %1.31%1.34%0.02%2.29%
2 yr T-note Yld1.06%0.77%-0.02%-27.36%
2-10 Yr Slope1.21%0.93%0.05%-23.14%
90 day T-bill Yld0.16%0.30%-0.05%87.50%
Gold ($/oz)$1,060.50$1,310.20-$24.3023.55%
WTI Oil ($/brl)$37.07$43.62-$2.2617.67%
VIX "Worry Index"18.2115.37-2.13-15.60%
NYSE Bullish % Index44.8966.76-3.2621.87
Credit Data12/31/20159/16/2016Week 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%6.15%0.00%-6.68%
Invest. Gr. to 10 yr T-Note Spread (x 10)30600-30570