Friday, November 25, 2016

Market Data: Week Ending November 25, 2016

Market Index12/31/201511/25/2016Week ChangeSimple YTD
Dow Industrials Avg17,425.0319,152.14284.219.91%
S&P 500 Index2,043.942,213.3531.458.29%
Fed Funds Rate0.35%0.41%0.00%17.14%
10 yr T-note Yld2.27%2.36%0.02%3.96%
5 yr T-note Yld1.76%1.83%0.03%3.98%
5 yr TIPS - 'Real' Yld0.45%0.09%0.03%-80.00%
Implied 5 yr Inflation %1.31%1.74%0.00%32.82%
2 yr T-note Yld1.06%1.12%0.05%5.66%
2-10 Yr Slope1.21%1.24%-0.03%2.48%
90 day T-bill Yld0.16%0.49%0.05%206.25%
Gold ($/oz)$1,060.50$1,178.40-$30.3011.12%
WTI Oil ($/brl)$37.07$46.06-$0.3024.25%
VIX "Worry Index"18.2112.34-0.51-32.24%
NYSE Bullish % Index44.8963.692.5918.80
Credit Data12/31/201511/25/2016Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.30%2.37%0.00%3.04%
SPDR High Yid Credit ETF Yield (JNK)6.59%6.18%-0.08%-6.22%
Invest. Gr. to 10 yr T-Note Spread (x 10)3010-20-20