Saturday, September 24, 2016

Market Data: Week Ending September 23, 2106

Market Index12/31/20159/23/2016Week ChangeSimple YTD
Dow Industrials Avg17,425.0318,261.45137.654.80%
S&P 500 Index2,043.942,164.6925.535.91%
Fed Funds Rate0.35%0.40%0.00%14.29%
10 yr T-note Yld2.27%1.62%-0.08%-28.63%
5 yr T-note Yld1.76%1.16%-0.05%-34.09%
5 yr TIPS - 'Real' Yld0.45%-0.26%-0.13%-157.78%
Implied 5 yr Inflation %1.31%1.42%0.08%8.40%
2 yr T-note Yld1.06%0.77%0.00%-27.36%
2-10 Yr Slope1.21%0.85%-0.08%-29.75%
90 day T-bill Yld0.16%0.18%-0.12%12.50%
Gold ($/oz)$1,060.50$1,341.70$31.5026.52%
WTI Oil ($/brl)$37.07$44.48$0.8619.99%
VIX "Worry Index"18.2112.29-3.08-32.51%
NYSE Bullish % Index44.8967.10.3422.21
Credit Data12/31/20159/23/2016Week 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%6.09%-0.06%-7.59%
Invest. Gr. to 10 yr T-Note Spread (x 10)3067070640