Friday, August 25, 2017

Market Data: Week Ending August 25, 2017

Market Index12/30/20168/25/2017Week ChangeSimple YTD
Dow Industrials Avg19,762.6021,813.67139.1610.38%
S&P 500 Index2,238.832,443.0517.509.12%
Fed Funds Rate0.66%1.16%0.00%75.76%
10 yr T-note Yld2.45%2.17%-0.02%-11.43%
5 yr T-note Yld1.93%1.77%0.00%-8.29%
5 yr TIPS - 'Real' Yld0.09%0.20%0.04%122.22%
Implied 5 yr Inflation %1.84%1.57%-0.04%-14.67%
2 yr T-note Yld1.20%1.35%0.02%12.50%
2-10 Yr Slope1.25%0.82%-0.04%-34.40%
90 day T-bill Yld0.51%1.03%0.01%101.96%
Gold ($/oz)$1,151.70$1,297.70$6.1012.68%
WTI Oil ($/brl)$53.72$47.87-$0.79-10.89%
VIX "Worry Index"13.0311.28-2.98-13.43%
NYSE Bullish % Index70.2958.90.05-11.39
Credit Data12/30/20168/25/2017Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.39%2.41%-0.01%0.84%
SPDR High Yld Credit ETF Yield (JNK)6.06%5.80%-0.05%-4.29%
Invest. Gr. to 10 yr T-Note Spread (x 10)-6024010300