Friday, December 11, 2015

Market Data: Week Ending December 11, 2015

Market Index12/31/201412/11/2015Week ChangeSimple YTD
Dow Industrials Avg17,983.0717,265.21-3.37%-3.99%
S&P 500 Index2,058.902,012.37-3.94%-2.26%
Fed Funds Rate0.03%0.13%0.00%333.33%
10 yr T-note Yld2.17%2.13%-0.15%-1.84%
5 yr T-note Yld1.65%1.56%-0.20%-5.45%
5 yr TIPS - 'Real' Yld0.33%0.39%-0.02%18.18%
Implied 5 yr Inflation %1.32%1.17%-0.18%-11.36%
2 yr T-note Yld0.67%0.88%-0.03%31.34%
2-10 Yr Slope1.50%1.25%-0.12%-16.67%
90 day T-bill Yld0.04%0.23%0.00%475.00%
Gold ($/oz)$1,183.20$1,073.70-$12.10-9.25%
WTI Oil ($/brl)$53.71$35.36-$4.78-34.16%
VIX "Worry Index"19.2024.399.5827.03%
NYSE Bullish % Index59.8846.21-7.20-13.67
Credit Data12/31/201412/11/2015Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.33%2.42%-0.01%3.86%
SPDR High Yid Credit ETF Yield (JNK)6.01%6.62%0.26%10.15%
Invest. Gr. to 10 yr T-Note Spread (x 10)160290140130