Saturday, September 16, 2017

Market Data: Week Ending September 15, 2017


Market Index12/30/20169/15/2017Week ChangeSimple YTD
Dow Industrials Avg19,762.6022,268.34470.5512.68%
S&P 500 Index2,238.832,500.2338.8011.68%
Fed Funds Rate0.66%1.16%0.00%75.76%
10 yr T-note Yld2.45%2.20%0.14%-10.20%
5 yr T-note Yld1.93%1.81%0.17%-6.22%
5 yr TIPS - 'Real' Yld0.09%0.09%0.08%0.00%
Implied 5 yr Inflation %1.84%1.72%0.09%-6.52%
2 yr T-note Yld1.20%1.32%0.05%10.00%
2-10 Yr Slope1.25%0.88%0.09%-29.60%
90 day T-bill Yld0.51%1.05%0.01%105.88%
Gold ($/oz)$1,151.70$1,325.20-$26.0015.06%
WTI Oil ($/brl)$53.72$49.89$2.41-7.13%
VIX "Worry Index"13.0310.17-1.95-21.95%
NYSE Bullish % Index70.2962.442.42-7.85
Credit Data12/30/20169/15/2017Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.39%2.44%0.03%2.09%
SPDR High Yld Credit ETF Yield (JNK)6.06%5.73%-0.04%-5.45%
Invest. Gr. to 10 yr T-Note Spread (x 10)-60240-110300