Friday, November 18, 2016

Market Data: Week Ending November 18, 2016

Market Index12/31/201511/18/2016Week ChangeSimple YTD
Dow Industrials Avg17,425.0318,867.9320.278.28%
S&P 500 Index2,043.942,181.9017.456.75%
Fed Funds Rate0.35%0.41%0.00%17.14%
10 yr T-note Yld2.27%2.34%0.19%3.08%
5 yr T-note Yld1.76%1.80%0.24%2.27%
5 yr TIPS - 'Real' Yld0.45%0.06%0.20%-86.67%
Implied 5 yr Inflation %1.31%1.74%0.04%32.82%
2 yr T-note Yld1.06%1.07%0.15%0.94%
2-10 Yr Slope1.21%1.27%0.04%4.96%
90 day T-bill Yld0.16%0.44%-0.04%175.00%
Gold ($/oz)$1,060.50$1,208.70-$15.6013.97%
WTI Oil ($/brl)$37.07$46.36$2.9525.06%
VIX "Worry Index"18.2112.85-1.32-29.43%
NYSE Bullish % Index44.8961.13.0716.21
Credit Data12/31/201511/18/2016Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.30%2.37%0.02%3.04%
SPDR High Yid Credit ETF Yield (JNK)6.59%6.26%-0.09%-5.01%
Invest. Gr. to 10 yr T-Note Spread (x 10)3030-1700