Friday, November 11, 2016

Market Data: Week Ending November 11, 2016

Market Index12/31/201511/11/2016Week ChangeSimple YTD
Dow Industrials Avg17,425.0318,847.66959.388.16%
S&P 500 Index2,043.942,164.4579.275.90%
Fed Funds Rate0.35%0.41%0.00%17.14%
10 yr T-note Yld2.27%2.15%0.36%-5.29%
5 yr T-note Yld1.76%1.56%0.32%-11.36%
5 yr TIPS - 'Real' Yld0.45%-0.14%0.14%-131.11%
Implied 5 yr Inflation %1.31%1.70%0.18%29.77%
2 yr T-note Yld1.06%0.92%0.12%-13.21%
2-10 Yr Slope1.21%1.23%0.24%1.65%
90 day T-bill Yld0.16%0.48%0.10%200.00%
Gold ($/oz)$1,060.50$1,224.30-$80.2015.45%
WTI Oil ($/brl)$37.07$43.41-$0.6617.10%
VIX "Worry Index"18.2114.17-8.39-22.19%
NYSE Bullish % Index44.8958.035.9713.14
Credit Data12/31/201511/11/2016Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.30%2.35%0.05%2.17%
SPDR High Yid Credit ETF Yield (JNK)6.59%6.35%0.12%-3.64%
Invest. Gr. to 10 yr T-Note Spread (x 10)30200-310170