Market Index | 12/31/2015 | 10/21/2016 | Week Change | Simple YTD |
Dow Industrials Avg | 17,425.03 | 18,145.71 | 7.33 | 4.14% |
S&P 500 Index | 2,043.94 | 2,141.16 | 8.18 | 4.76% |
Fed Funds Rate | 0.35% | 0.41% | 0.00% | 17.14% |
10 yr T-note Yld | 2.27% | 1.74% | -0.06% | -23.35% |
5 yr T-note Yld | 1.76% | 1.25% | -0.03% | -28.98% |
5 yr TIPS - 'Real' Yld | 0.45% | -0.31% | -0.06% | -168.89% |
Implied 5 yr Inflation % | 1.31% | 1.56% | 0.03% | 19.08% |
2 yr T-note Yld | 1.06% | 0.84% | 0.00% | -20.75% |
2-10 Yr Slope | 1.21% | 0.90% | -0.06% | -25.62% |
90 day T-bill Yld | 0.16% | 0.34% | 0.02% | 112.50% |
Gold ($/oz) | $1,060.50 | $1,267.70 | $12.20 | 19.54% |
WTI Oil ($/brl) | $37.07 | $50.85 | $0.10 | 37.17% |
VIX "Worry Index" | 18.21 | 13.34 | -2.78 | -26.74% |
NYSE Bullish % Index | 44.89 | 61.64 | -1.06 | 16.75 |
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Credit Data | 12/31/2015 | 10/21/2016 | Week Change | Simple YTD |
iShares Agg. Bond ETF Yield (AGG) | 2.30% | 2.30% | -0.01% | 0.00% |
SPDR High Yid Credit ETF Yield (JNK) | 6.59% | 6.03% | -0.04% | -8.50% |
Invest. Gr. to 10 yr T-Note Spread (x 10) | 30 | 560 | 50 | 530 |