Monday, November 16, 2015

Market Data: Week Ending November 13, 2015

Market Index12/31/201411/13/2015Week ChangeSimple YTD
Dow Industrials Avg17,983.0717,245.24-3.86%-4.10%
S&P 500 Index2,058.902,023.04-3.76%-1.74%
Fed Funds Rate0.03%0.12%0.00%300.00%
10 yr T-note Yld2.17%2.28%-0.06%5.07%
5 yr T-note Yld1.65%1.67%-0.06%1.21%
5 yr TIPS - 'Real' Yld0.33%0.46%-0.02%39.39%
Implied 5 yr Inflation %1.32%1.21%-0.04%-8.33%
2 yr T-note Yld0.67%0.86%-0.04%28.36%
2-10 Yr Slope1.50%1.42%-0.02%-5.33%
90 day T-bill Yld0.04%0.13%0.05%225.00%
Gold ($/oz)$1,183.20$1,083.40-$5.50-8.43%
WTI Oil ($/brl)$53.71$40.73-$3.79-24.17%
VIX "Worry Index"19.2020.085.754.58%
NYSE Bullish % Index59.8852.48-3.47-7.40
Credit Data12/31/201411/13/2015Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.33%2.41%-0.01%3.43%
SPDR High Yid Credit ETF Yield (JNK)6.01%6.29%0.12%4.66%
Invest. Gr. to 10 yr T-Note Spread (x 10)16013050-30