Friday, October 7, 2016

Market Data: Week Ending October 7, 2016

Market Index12/31/201510/7/2016Week ChangeSimple YTD
Dow Industrials Avg17,425.0318,240.49-67.664.68%
S&P 500 Index2,043.942,153.74-14.535.37%
Fed Funds Rate0.35%0.40%0.00%14.29%
10 yr T-note Yld2.27%1.73%0.13%-23.79%
5 yr T-note Yld1.76%1.26%0.12%-28.41%
5 yr TIPS - 'Real' Yld0.45%-0.24%0.07%-153.33%
Implied 5 yr Inflation %1.31%1.50%0.05%14.50%
2 yr T-note Yld1.06%0.83%0.06%-21.70%
2-10 Yr Slope1.21%0.90%0.07%-25.62%
90 day T-bill Yld0.16%0.33%0.04%106.25%
Gold ($/oz)$1,060.50$1,251.90-$65.2018.05%
WTI Oil ($/brl)$37.07$49.81$1.5734.37%
VIX "Worry Index"18.2113.480.19-25.97%
NYSE Bullish % Index44.8964.5-2.8419.61
Credit Data12/31/201510/7/2016Week 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%6.06%0.01%-8.04%
Invest. Gr. to 10 yr T-Note Spread (x 10)30570-120540