Saturday, September 5, 2015

Market Data: Week Ending September 4, 2015

Market Index12/31/20149/4/2015Week ChangeSimple YTD
Dow Industrials Avg17,983.0716,102.38-3.36%-10.46%
S&P 500 Index2,058.901,921.22-3.52%-6.69%
Fed Funds Rate0.03%0.14%0.00%366.67%
10 yr T-note Yld2.17%2.13%-0.06%-1.84%
5 yr T-note Yld1.65%1.47%-0.05%-10.91%
5 yr TIPS - 'Real' Yld0.33%0.33%0.04%0.00%
Implied 5 yr Inflation %1.32%1.14%-0.09%-13.64%
2 yr T-note Yld0.67%0.71%-0.01%5.97%
2-10 Yr Slope1.50%1.42%-0.05%-5.33%
90 day T-bill Yld0.04%0.02%-0.04%-50.00%
Gold ($/oz)$1,183.20$1,122.30-$10.30-5.15%
WTI Oil ($/brl)$53.71$45.77$0.46-14.78%
VIX "Worry Index"19.2027.801.7544.79%
NYSE Bullish % Index59.8834.22-1.82-25.66
Credit Data12/31/20149/4/2015Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.33%2.36%0.02%1.29%
SPDR High Yid Credit ETF Yield (JNK)6.01%6.10%0.06%1.50%
Markit CDX No Am Inv Grade66823.0016.00
Invest. Gr. to 10 yr T-Note Spread16238.007.00