Sunday, August 21, 2016

Market Data: Week Ending August 19, 2016

Market Index12/31/20158/19/2016Week ChangeSimple YTD
Dow Industrials Avg17,425.0318,552.57-23.906.47%
S&P 500 Index2,043.942,183.87-0.186.85%
Fed Funds Rate0.35%0.40%0.00%14.29%
10 yr T-note Yld2.27%1.58%0.07%-30.40%
5 yr T-note Yld1.76%1.17%0.07%-33.52%
5 yr TIPS - 'Real' Yld0.45%-0.17%0.02%-137.78%
Implied 5 yr Inflation %1.31%1.34%0.05%2.29%
2 yr T-note Yld1.06%0.76%0.05%-28.30%
2-10 Yr Slope1.21%0.82%0.02%-32.23%
90 day T-bill Yld0.16%0.29%0.00%81.25%
Gold ($/oz)$1,060.50$1,346.20$3.0026.94%
WTI Oil ($/brl)$37.07$49.11$4.6232.48%
VIX "Worry Index"18.2111.34-0.21-37.73%
NYSE Bullish % Index44.8971.231.7526.34
Credit Data12/31/20158/19/2016Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.30%2.30%0.00%0.00%
SPDR High Yid Credit ETF Yield (JNK)6.59%6.08%-0.02%-7.74%
Invest. Gr. to 10 yr T-Note Spread (x 10)30720-70690