Friday, December 9, 2016

Market Data: Week Ending December 9, 2016

Market Index12/31/201512/9/2016Week ChangeSimple YTD
Dow Industrials Avg17,425.0319,756.85586.4313.38%
S&P 500 Index2,043.942,259.5367.5810.55%
Fed Funds Rate0.35%0.41%0.00%17.14%
10 yr T-note Yld2.27%2.47%0.07%8.81%
5 yr T-note Yld1.76%1.89%0.25%7.39%
5 yr TIPS - 'Real' Yld0.45%0.06%-0.02%-86.67%
Implied 5 yr Inflation %1.31%1.83%0.27%39.69%
2 yr T-note Yld1.06%1.15%0.04%8.49%
2-10 Yr Slope1.21%1.32%0.03%9.09%
90 day T-bill Yld0.16%0.54%0.05%237.50%
Gold ($/oz)$1,060.50$1,161.90-$15.909.56%
WTI Oil ($/brl)$37.07$51.50-$0.1838.93%
VIX "Worry Index"18.2111.75-2.37-35.48%
NYSE Bullish % Index44.8969.894.7725.00
Credit Data12/31/201512/9/2016Week 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%6.08%-0.08%-7.74%
Invest. Gr. to 10 yr T-Note Spread (x 10)30-100-70-130