Friday, November 20, 2015

Market Data: Week Ending November 20, 2015

Market Index12/31/201411/20/2015Week ChangeSimple YTD
Dow Industrials Avg17,983.0717,823.833.25%-0.89%
S&P 500 Index2,058.902,089.173.17%1.47%
Fed Funds Rate0.03%0.12%0.00%300.00%
10 yr T-note Yld2.17%2.26%-0.02%4.15%
5 yr T-note Yld1.65%1.70%0.03%3.03%
5 yr TIPS - 'Real' Yld0.33%0.39%-0.07%18.18%
Implied 5 yr Inflation %1.32%1.31%0.10%-0.76%
2 yr T-note Yld0.67%0.93%0.07%38.81%
2-10 Yr Slope1.50%1.33%-0.09%-11.33%
90 day T-bill Yld0.04%0.12%-0.01%200.00%
Gold ($/oz)$1,183.20$1,076.70-$6.70-9.00%
WTI Oil ($/brl)$53.71$41.46$0.73-22.81%
VIX "Worry Index"19.2015.47-4.61-19.43%
NYSE Bullish % Index59.8852.730.25-7.15
Credit Data12/31/201411/20/2015Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.33%2.41%0.00%3.43%
SPDR High Yid Credit ETF Yield (JNK)6.01%6.31%0.02%4.99%
Invest. Gr. to 10 yr T-Note Spread (x 10)16015020-10