Saturday, February 25, 2017

Market Data: Week Ending February 24, 2017

Market Index12/30/20162/24/2017Week ChangeSimple YTD
Dow Industrials Avg19,762.6020,821.76197.715.36%
S&P 500 Index2,238.832,367.3416.185.74%
Fed Funds Rate0.66%0.66%0.00%0.00%
10 yr T-note Yld2.45%2.31%-0.11%-5.71%
5 yr T-note Yld1.93%1.80%-0.12%-6.74%
5 yr TIPS - 'Real' Yld0.09%-0.10%-0.17%-211.11%
Implied 5 yr Inflation %1.84%1.90%0.05%3.26%
2 yr T-note Yld1.20%1.12%-0.09%-6.67%
2-10 Yr Slope1.25%1.19%-0.02%-4.80%
90 day T-bill Yld0.51%0.52%-0.01%1.96%
Gold ($/oz)$1,151.70$1,258.30$19.209.26%
WTI Oil ($/brl)$53.72$53.99$0.210.50%
VIX "Worry Index"13.0311.47-0.02-11.97%
NYSE Bullish % Index70.2971.37-0.631.08
Credit Data12/30/20162/24/2017Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.39%2.36%-0.02%-1.26%
SPDR High Yid Credit ETF Yield (JNK)6.06%5.95%-0.03%-1.82%
Invest. Gr. to 10 yr T-Note Spread (x 10)-605090110