Saturday, December 19, 2015

Market Data: Week Ending December 18, 2015

Market Index12/31/201412/18/2015Week ChangeSimple YTD
Dow Industrials Avg17,983.0717,128.55-0.80%-4.75%
S&P 500 Index2,058.902,005.55-0.34%-2.59%
Fed Funds Rate0.03%0.37%0.24%1133.33%
10 yr T-note Yld2.17%2.19%0.06%0.92%
5 yr T-note Yld1.65%1.67%0.11%1.21%
5 yr TIPS - 'Real' Yld0.33%0.46%0.07%39.39%
Implied 5 yr Inflation %1.32%1.21%0.04%-8.33%
2 yr T-note Yld0.67%0.97%0.09%44.78%
2-10 Yr Slope1.50%1.22%-0.03%-18.67%
90 day T-bill Yld0.04%0.19%-0.04%375.00%
Gold ($/oz)$1,183.20$1,065.60-$8.10-9.94%
WTI Oil ($/brl)$53.71$35.83$0.47-33.29%
VIX "Worry Index"19.2020.70-3.697.81%
NYSE Bullish % Index59.8843.62-2.59-16.26
Credit Data12/31/201412/18/2015Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.33%2.43%0.01%4.29%
SPDR High Yid Credit ETF Yield (JNK)6.01%6.64%0.02%10.48%
Invest. Gr. to 10 yr T-Note Spread (x 10)160240-5080