Saturday, February 20, 2016

Market Data: Week Ending February 19, 2016

Market Index12/31/20152/19/2016Week ChangeSimple YTD
Dow Industrials Avg17,425.0316,391.99418.15-5.93%
S&P 500 Index2,043.941,917.7853.00-6.17%
Fed Funds Rate0.35%0.38%0.00%8.57%
10 yr T-note Yld2.27%1.76%0.02%-22.47%
5 yr T-note Yld1.76%1.24%0.04%-29.55%
5 yr TIPS - 'Real' Yld0.45%0.18%0.01%-60.00%
Implied 5 yr Inflation %1.31%1.06%0.03%-19.08%
2 yr T-note Yld1.06%0.76%0.05%-28.30%
2-10 Yr Slope1.21%1.00%-0.03%-17.36%
90 day T-bill Yld0.16%0.31%0.01%93.75%
Gold ($/oz)$1,060.50$1,226.60-$11.9015.66%
WTI Oil ($/brl)$37.07$31.96$2.94-13.78%
VIX "Worry Index"18.2120.53-4.8712.74%
NYSE Bullish % Index44.8930.63.74-14.29
Credit Data12/31/20152/19/2016Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.30%2.31%0.00%0.43%
SPDR High Yid Credit ETF Yield (JNK)6.59%6.88%-0.08%4.40%
Invest. Gr. to 10 yr T-Note Spread (x 10)30550-20520