Tuesday, October 18, 2016

Market Data: Week Ending October 14, 2016

Market Index12/31/201510/14/2016Week ChangeSimple YTD
Dow Industrials Avg17,425.0318,138.38-102.114.09%
S&P 500 Index2,043.942,132.98-20.764.36%
Fed Funds Rate0.35%0.41%0.01%17.14%
10 yr T-note Yld2.27%1.80%0.07%-20.70%
5 yr T-note Yld1.76%1.28%0.02%-27.27%
5 yr TIPS - 'Real' Yld0.45%-0.25%-0.01%-155.56%
Implied 5 yr Inflation %1.31%1.53%0.03%16.79%
2 yr T-note Yld1.06%0.84%0.01%-20.75%
2-10 Yr Slope1.21%0.96%0.06%-20.66%
90 day T-bill Yld0.16%0.32%-0.01%100.00%
Gold ($/oz)$1,060.50$1,255.50$3.6018.39%
WTI Oil ($/brl)$37.07$50.75$0.9436.90%
VIX "Worry Index"18.2116.122.64-11.48%
NYSE Bullish % Index44.8962.7-1.8017.81
Credit Data12/31/201510/14/2016Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.30%2.31%0.01%0.43%
SPDR High Yid Credit ETF Yield (JNK)6.59%6.07%0.01%-7.89%
Invest. Gr. to 10 yr T-Note Spread (x 10)30510-60480