Sunday, September 13, 2015

Market Data: Week Ending September 11, 2015


Market Index12/31/20149/11/2015Week ChangeSimple YTD
Dow Industrials Avg17,983.0716,433.092.01%-8.62%
S&P 500 Index2,058.901,961.052.03%-4.75%
Fed Funds Rate0.03%0.14%0.00%366.67%
10 yr T-note Yld2.17%2.20%0.07%1.38%
5 yr T-note Yld1.65%1.52%0.05%-7.88%
5 yr TIPS - 'Real' Yld0.33%0.34%0.01%3.03%
Implied 5 yr Inflation %1.32%1.18%0.04%-10.61%
2 yr T-note Yld0.67%0.71%0.00%5.97%
2-10 Yr Slope1.50%1.49%0.07%-0.67%
90 day T-bill Yld0.04%0.04%0.02%0.00%
Gold ($/oz)$1,183.20$1,107.90-$14.40-6.36%
WTI Oil ($/brl)$53.71$44.78-$0.99-16.63%
VIX "Worry Index"19.2023.20-4.6020.83%
NYSE Bullish % Index59.8836.662.44-23.22
Credit Data12/31/20149/11/2015Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.33%2.36%0.00%1.29%
SPDR High Yid Credit ETF Yield (JNK)6.01%6.06%-0.04%0.83%
Invest. Gr. to 10 yr T-Note Spread1616-7.000.00