Market Index | 12/31/2015 | 10/7/2016 | Week Change | Simple YTD |
Dow Industrials Avg | 17,425.03 | 18,240.49 | -67.66 | 4.68% |
S&P 500 Index | 2,043.94 | 2,153.74 | -14.53 | 5.37% |
Fed Funds Rate | 0.35% | 0.40% | 0.00% | 14.29% |
10 yr T-note Yld | 2.27% | 1.73% | 0.13% | -23.79% |
5 yr T-note Yld | 1.76% | 1.26% | 0.12% | -28.41% |
5 yr TIPS - 'Real' Yld | 0.45% | -0.24% | 0.07% | -153.33% |
Implied 5 yr Inflation % | 1.31% | 1.50% | 0.05% | 14.50% |
2 yr T-note Yld | 1.06% | 0.83% | 0.06% | -21.70% |
2-10 Yr Slope | 1.21% | 0.90% | 0.07% | -25.62% |
90 day T-bill Yld | 0.16% | 0.33% | 0.04% | 106.25% |
Gold ($/oz) | $1,060.50 | $1,251.90 | -$65.20 | 18.05% |
WTI Oil ($/brl) | $37.07 | $49.81 | $1.57 | 34.37% |
VIX "Worry Index" | 18.21 | 13.48 | 0.19 | -25.97% |
NYSE Bullish % Index | 44.89 | 64.5 | -2.84 | 19.61 |
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Credit Data | 12/31/2015 | 10/7/2016 | 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% | 6.06% | 0.01% | -8.04% |
Invest. Gr. to 10 yr T-Note Spread (x 10) | 30 | 570 | -120 | 540 |