Saturday, October 22, 2016

Market Data: Week Ending October 21, 2016

Market Index12/31/201510/21/2016Week ChangeSimple YTD
Dow Industrials Avg17,425.0318,145.717.334.14%
S&P 500 Index2,043.942,141.168.184.76%
Fed Funds Rate0.35%0.41%0.00%17.14%
10 yr T-note Yld2.27%1.74%-0.06%-23.35%
5 yr T-note Yld1.76%1.25%-0.03%-28.98%
5 yr TIPS - 'Real' Yld0.45%-0.31%-0.06%-168.89%
Implied 5 yr Inflation %1.31%1.56%0.03%19.08%
2 yr T-note Yld1.06%0.84%0.00%-20.75%
2-10 Yr Slope1.21%0.90%-0.06%-25.62%
90 day T-bill Yld0.16%0.34%0.02%112.50%
Gold ($/oz)$1,060.50$1,267.70$12.2019.54%
WTI Oil ($/brl)$37.07$50.85$0.1037.17%
VIX "Worry Index"18.2113.34-2.78-26.74%
NYSE Bullish % Index44.8961.64-1.0616.75
Credit Data12/31/201510/21/2016Week ChangeSimple 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)3056050530