Friday, August 18, 2017

Market Data: Week Ending August 18, 2017

Market Index12/30/20168/18/2017Week ChangeSimple YTD
Dow Industrials Avg19,762.6021,674.51-183.819.67%
S&P 500 Index2,238.832,425.55-15.778.34%
Fed Funds Rate0.66%1.16%0.00%75.76%
10 yr T-note Yld2.45%2.19%0.00%-10.61%
5 yr T-note Yld1.93%1.77%0.03%-8.29%
5 yr TIPS - 'Real' Yld0.09%0.16%0.06%77.78%
Implied 5 yr Inflation %1.84%1.61%-0.03%-12.50%
2 yr T-note Yld1.20%1.33%0.03%10.83%
2-10 Yr Slope1.25%0.86%-0.03%-31.20%
90 day T-bill Yld0.51%1.02%-0.01%100.00%
Gold ($/oz)$1,151.70$1,291.60-$2.4012.15%
WTI Oil ($/brl)$53.72$48.66-$0.16-9.42%
VIX "Worry Index"13.0314.26-1.259.44%
NYSE Bullish % Index70.2958.85-1.91-11.44
Credit Data12/30/20168/18/2017Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.39%2.42%0.00%1.26%
SPDR High Yld Credit ETF Yield (JNK)6.06%5.85%-0.01%-3.47%
Invest. Gr. to 10 yr T-Note Spread (x 10)-602300290