Saturday, November 5, 2016

Market Data: Week Ending November 4, 2016

Market Index12/31/201511/4/2016Week ChangeSimple YTD
Dow Industrials Avg17,425.0317,888.28-272.912.66%
S&P 500 Index2,043.942,085.18-41.232.02%
Fed Funds Rate0.35%0.41%0.00%17.14%
10 yr T-note Yld2.27%1.79%-0.07%-21.15%
5 yr T-note Yld1.76%1.24%-0.09%-29.55%
5 yr TIPS - 'Real' Yld0.45%-0.28%-0.01%-162.22%
Implied 5 yr Inflation %1.31%1.52%-0.08%16.03%
2 yr T-note Yld1.06%0.80%-0.06%-24.53%
2-10 Yr Slope1.21%0.99%-0.01%-18.18%
90 day T-bill Yld0.16%0.38%0.08%137.50%
Gold ($/oz)$1,060.50$1,304.50$27.7023.01%
WTI Oil ($/brl)$37.07$44.07-$4.6318.88%
VIX "Worry Index"18.2122.566.3723.89%
NYSE Bullish % Index44.8952.06-5.107.17
Credit Data12/31/201511/4/2016Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.30%2.30%-0.01%0.00%
SPDR High Yid Credit ETF Yield (JNK)6.59%6.23%0.12%-5.46%
Invest. Gr. to 10 yr T-Note Spread (x 10)3051060480