Market Index | 12/30/2016 | 10/20/2017 | Week Change | Simple YTD |
Dow Industrials Avg | 19,762.60 | 23,328.63 | 456.91 | 18.04% |
S&P 500 Index | 2,238.83 | 2,575.21 | 22.04 | 15.02% |
Fed Funds Rate | 0.66% | 1.16% | 0.00% | 75.76% |
10 yr T-note Yld | 2.45% | 2.39% | 0.11% | -2.45% |
5 yr T-note Yld | 1.93% | 2.03% | 0.12% | 5.18% |
5 yr TIPS - 'Real' Yld | 0.09% | 0.27% | 0.07% | 200.00% |
Implied 5 yr Inflation % | 1.84% | 1.76% | 0.05% | -4.35% |
2 yr T-note Yld | 1.20% | 1.60% | 0.09% | 33.33% |
2-10 Yr Slope | 1.25% | 0.79% | 0.02% | -36.80% |
90 day T-bill Yld | 0.51% | 1.11% | 0.02% | 117.65% |
Gold ($/oz) | $1,151.70 | $1,280.50 | -$24.10 | 11.18% |
WTI Oil ($/brl) | $53.72 | $51.84 | $0.39 | -3.50% |
VIX "Worry Index" | 13.03 | 9.97 | 0.36 | -23.48% |
NYSE Bullish % Index | 70.29 | 69.32 | 0.89 | -0.97 |
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Credit Data | 12/30/2016 | 10/20/2017 | Week Change | Simple YTD |
iShares Agg. Bond ETF Yield (AGG) | 2.39% | 2.45% | 0.01% | 2.51% |
SPDR High Yld Credit ETF Yield (JNK) | 6.06% | 5.63% | -0.02% | -7.10% |
Invest. Gr. to 10 yr T-Note Spread (x 10) | -60 | 60 | -100 | 120 |