Market Index | 12/31/2015 | 12/16/2016 | Week Change | Simple YTD |
Dow Industrials Avg | 17,425.03 | 19,843.81 | 86.96 | 13.88% |
S&P 500 Index | 2,043.94 | 2,258.07 | -1.46 | 10.48% |
Fed Funds Rate | 0.35% | 0.66% | 0.25% | 88.57% |
10 yr T-note Yld | 2.27% | 2.60% | 0.13% | 14.54% |
5 yr T-note Yld | 1.76% | 2.07% | 0.18% | 17.61% |
5 yr TIPS - 'Real' Yld | 0.45% | 0.32% | 0.26% | -28.89% |
Implied 5 yr Inflation % | 1.31% | 1.75% | -0.08% | 33.59% |
2 yr T-note Yld | 1.06% | 1.28% | 0.13% | 20.75% |
2-10 Yr Slope | 1.21% | 1.32% | 0.00% | 9.09% |
90 day T-bill Yld | 0.16% | 0.51% | -0.03% | 218.75% |
Gold ($/oz) | $1,060.50 | $1,137.40 | -$24.50 | 7.25% |
WTI Oil ($/brl) | $37.07 | $52.95 | $1.45 | 42.84% |
VIX "Worry Index" | 18.21 | 12.20 | 0.45 | -33.00% |
NYSE Bullish % Index | 44.89 | 70.49 | 0.60 | 25.60 |
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Credit Data | 12/31/2015 | 12/16/2016 | Week Change | Simple YTD |
iShares Agg. Bond ETF Yield (AGG) | 2.30% | 2.39% | 0.02% | 3.91% |
SPDR High Yid Credit ETF Yield (JNK) | 6.59% | 6.11% | 0.03% | -7.28% |
Invest. Gr. to 10 yr T-Note Spread (x 10) | 30 | -210 | -110 | -240 |