Saturday, November 7, 2015

Market Data: Week Ending November 6, 2015

Market Index12/31/201411/6/2015Week ChangeSimple YTD
Dow Industrials Avg17,983.0717,910.331.38%-0.40%
S&P 500 Index2,058.902,099.200.95%1.96%
Fed Funds Rate0.03%0.12%0.00%300.00%
10 yr T-note Yld2.17%2.34%0.18%7.83%
5 yr T-note Yld1.65%1.73%0.21%4.85%
5 yr TIPS - 'Real' Yld0.33%0.48%0.16%45.45%
Implied 5 yr Inflation %1.32%1.25%0.05%-5.30%
2 yr T-note Yld0.67%0.90%0.15%34.33%
2-10 Yr Slope1.50%1.44%0.03%-4.00%
90 day T-bill Yld0.04%0.08%0.00%100.00%
Gold ($/oz)$1,183.20$1,088.90-$52.80-7.97%
WTI Oil ($/brl)$53.71$44.52-$1.87-17.11%
VIX "Worry Index"19.2014.33-0.74-25.36%
NYSE Bullish % Index59.8855.952.60-3.93
Credit Data12/31/201411/6/2015Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.33%2.42%0.05%3.86%
SPDR High Yid Credit ETF Yield (JNK)6.01%6.17%0.03%2.66%
Invest. Gr. to 10 yr T-Note Spread (x 10)16080-130-80