Friday, March 10, 2017

Market Data: Week Ending March 10, 2017

Market Index12/30/20163/10/2017Week ChangeSimple YTD
Dow Industrials Avg19,762.6020,902.98-102.735.77%
S&P 500 Index2,238.832,372.60-10.525.97%
Fed Funds Rate0.66%0.66%0.00%0.00%
10 yr T-note Yld2.45%2.58%0.09%5.31%
5 yr T-note Yld1.93%2.11%0.09%9.33%
5 yr TIPS - 'Real' Yld0.09%0.21%0.11%133.33%
Implied 5 yr Inflation %1.84%1.90%-0.02%3.26%
2 yr T-note Yld1.20%1.36%0.04%13.33%
2-10 Yr Slope1.25%1.22%0.05%-2.40%
90 day T-bill Yld0.51%0.75%0.04%47.06%
Gold ($/oz)$1,151.70$1,201.40-$25.104.32%
WTI Oil ($/brl)$53.72$48.49-$4.84-9.74%
VIX "Worry Index"13.0311.660.70-10.51%
NYSE Bullish % Index70.2967.39-3.33-2.90
Credit Data12/30/20163/10/2017Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.39%2.40%0.01%0.42%
SPDR High Yid Credit ETF Yield (JNK)6.06%6.05%0.13%-0.17%
Invest. Gr. to 10 yr T-Note Spread (x 10)-60-180-80-120