Saturday, December 5, 2015

Market Data: Week Ending December 4, 2015

Market Index12/31/201412/4/2015Week ChangeSimple YTD
Dow Industrials Avg17,983.0717,847.630.13%-0.75%
S&P 500 Index2,058.902,091.690.12%1.59%
Fed Funds Rate0.03%0.13%0.01%333.33%
10 yr T-note Yld2.17%2.28%0.02%5.07%
5 yr T-note Yld1.65%1.76%0.06%6.67%
5 yr TIPS - 'Real' Yld0.33%0.41%0.02%24.24%
Implied 5 yr Inflation %1.32%1.35%0.04%2.27%
2 yr T-note Yld0.67%0.91%-0.02%35.82%
2-10 Yr Slope1.50%1.37%0.04%-8.67%
90 day T-bill Yld0.04%0.23%0.11%475.00%
Gold ($/oz)$1,183.20$1,085.80$9.10-8.23%
WTI Oil ($/brl)$53.71$40.14-$1.32-25.27%
VIX "Worry Index"19.2014.81-0.66-22.86%
NYSE Bullish % Index59.8853.410.68-6.47
Credit Data12/31/201412/4/2015Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.33%2.43%0.02%4.29%
SPDR High Yid Credit ETF Yield (JNK)6.01%6.36%0.05%5.82%
Invest. Gr. to 10 yr T-Note Spread (x 10)1601500-10