Saturday, December 17, 2016

Market Data: Week Ending December 16, 2016

Market Index12/31/201512/16/2016Week ChangeSimple YTD
Dow Industrials Avg17,425.0319,843.8186.9613.88%
S&P 500 Index2,043.942,258.07-1.4610.48%
Fed Funds Rate0.35%0.66%0.25%88.57%
10 yr T-note Yld2.27%2.60%0.13%14.54%
5 yr T-note Yld1.76%2.07%0.18%17.61%
5 yr TIPS - 'Real' Yld0.45%0.32%0.26%-28.89%
Implied 5 yr Inflation %1.31%1.75%-0.08%33.59%
2 yr T-note Yld1.06%1.28%0.13%20.75%
2-10 Yr Slope1.21%1.32%0.00%9.09%
90 day T-bill Yld0.16%0.51%-0.03%218.75%
Gold ($/oz)$1,060.50$1,137.40-$24.507.25%
WTI Oil ($/brl)$37.07$52.95$1.4542.84%
VIX "Worry Index"18.2112.200.45-33.00%
NYSE Bullish % Index44.8970.490.6025.60
Credit Data12/31/201512/16/2016Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.30%2.39%0.02%3.91%
SPDR High Yid Credit ETF Yield (JNK)6.59%6.11%0.03%-7.28%
Invest. Gr. to 10 yr T-Note Spread (x 10)30-210-110-240