Friday, October 13, 2017

Market Data: Week Ending October 13, 2017

Market Index12/30/201610/13/2017Week ChangeSimple YTD
Dow Industrials Avg19,762.6022,871.7298.0515.73%
S&P 500 Index2,238.832,553.173.8414.04%
Fed Funds Rate0.66%1.16%0.00%75.76%
10 yr T-note Yld2.45%2.28%-0.09%-6.94%
5 yr T-note Yld1.93%1.91%-0.06%-1.04%
5 yr TIPS - 'Real' Yld0.09%0.20%0.01%122.22%
Implied 5 yr Inflation %1.84%1.71%-0.07%-7.07%
2 yr T-note Yld1.20%1.51%-0.03%25.83%
2-10 Yr Slope1.25%0.77%-0.06%-38.40%
90 day T-bill Yld0.51%1.09%0.02%113.73%
Gold ($/oz)$1,151.70$1,304.60$29.7013.28%
WTI Oil ($/brl)$53.72$51.45$2.16-4.23%
VIX "Worry Index"13.039.61-0.04-26.25%
NYSE Bullish % Index70.2968.430.27-1.86
Credit Data12/30/201610/13/2017Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.39%2.44%-0.01%2.09%
SPDR High Yld Credit ETF Yield (JNK)6.06%5.65%0.00%-6.77%
Invest. Gr. to 10 yr T-Note Spread (x 10)-6016080220