Saturday, December 26, 2015

Market Data: Week Ending December 24, 2015

Market Index12/31/201412/24/2015Week ChangeSimple YTD
Dow Industrials Avg17,983.0717,552.172.41%-2.40%
S&P 500 Index2,058.902,060.992.69%0.10%
Fed Funds Rate0.03%0.36%-0.01%1100.00%
10 yr T-note Yld2.17%2.25%0.06%3.69%
5 yr T-note Yld1.65%1.73%0.06%4.85%
5 yr TIPS - 'Real' Yld0.33%0.50%0.04%51.52%
Implied 5 yr Inflation %1.32%1.23%0.02%-6.82%
2 yr T-note Yld0.67%1.03%0.06%53.73%
2-10 Yr Slope1.50%1.22%0.00%-18.67%
90 day T-bill Yld0.04%0.20%0.01%400.00%
Gold ($/oz)$1,183.20$1,075.80$10.20-9.08%
WTI Oil ($/brl)$53.71$38.12$2.29-29.03%
VIX "Worry Index"19.2015.74-4.96-18.02%
NYSE Bullish % Index59.8844.741.12-15.14
Credit Data12/31/201412/24/2015Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.33%2.44%0.01%4.72%
SPDR High Yid Credit ETF Yield (JNK)6.01%6.55%-0.09%8.99%
Invest. Gr. to 10 yr T-Note Spread (x 10)160190-5030