Saturday, September 9, 2017

Market Data: Week Ending September 8, 2017

Market Index12/30/20169/8/2017Week ChangeSimple YTD
Dow Industrials Avg19,762.6021,797.79-189.7710.30%
S&P 500 Index2,238.832,461.43-15.129.94%
Fed Funds Rate0.66%1.16%0.09%75.76%
10 yr T-note Yld2.45%2.06%-0.10%-15.92%
5 yr T-note Yld1.93%1.64%-0.09%-15.03%
5 yr TIPS - 'Real' Yld0.09%0.01%-0.09%-88.89%
Implied 5 yr Inflation %1.84%1.63%0.00%-11.41%
2 yr T-note Yld1.20%1.27%-0.08%5.83%
2-10 Yr Slope1.25%0.79%-0.02%-36.80%
90 day T-bill Yld0.51%1.04%0.02%103.92%
Gold ($/oz)$1,151.70$1,351.20$20.8017.32%
WTI Oil ($/brl)$53.72$47.48$0.19-11.62%
VIX "Worry Index"13.0312.121.99-6.98%
NYSE Bullish % Index70.2960.02-0.08-10.27
Credit Data12/30/20169/8/2017Week 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%5.77%0.03%-4.79%
Invest. Gr. to 10 yr T-Note Spread (x 10)-6035090410