Saturday, September 19, 2015

Market Data: Week Ending September 18, 2015

Market Index12/31/20149/18/2015Week ChangeSimple YTD
Dow Industrials Avg17,983.0716,384.58-0.30%-8.89%
S&P 500 Index2,058.901,958.03-0.15%-4.90%
Fed Funds Rate0.03%0.14%0.00%366.67%
10 yr T-note Yld2.17%2.13%-0.07%-1.84%
5 yr T-note Yld1.65%1.45%-0.07%-12.12%
5 yr TIPS - 'Real' Yld0.33%0.26%-0.08%-21.21%
Implied 5 yr Inflation %1.32%1.19%-0.01%-9.85%
2 yr T-note Yld0.67%0.69%-0.02%2.99%
2-10 Yr Slope1.50%1.44%-0.05%-4.00%
90 day T-bill Yld0.04%0.00%-0.04%-100.00%
Gold ($/oz)$1,183.20$1,139.10$31.20-3.73%
WTI Oil ($/brl)$53.71$45.32$0.54-15.62%
VIX "Worry Index"19.2022.28-0.9216.04%
NYSE Bullish % Index59.8841.144.48-18.74
Credit Data12/31/20149/18/2015Week 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%6.11%0.05%1.66%
Invest. Gr. to 10 yr T-Note Spread16237.007.00