Friday, October 20, 2017

Market Data: Week Ending October 20, 2017


Market Index12/30/201610/20/2017Week ChangeSimple YTD
Dow Industrials Avg19,762.6023,328.63456.9118.04%
S&P 500 Index2,238.832,575.2122.0415.02%
Fed Funds Rate0.66%1.16%0.00%75.76%
10 yr T-note Yld2.45%2.39%0.11%-2.45%
5 yr T-note Yld1.93%2.03%0.12%5.18%
5 yr TIPS - 'Real' Yld0.09%0.27%0.07%200.00%
Implied 5 yr Inflation %1.84%1.76%0.05%-4.35%
2 yr T-note Yld1.20%1.60%0.09%33.33%
2-10 Yr Slope1.25%0.79%0.02%-36.80%
90 day T-bill Yld0.51%1.11%0.02%117.65%
Gold ($/oz)$1,151.70$1,280.50-$24.1011.18%
WTI Oil ($/brl)$53.72$51.84$0.39-3.50%
VIX "Worry Index"13.039.970.36-23.48%
NYSE Bullish % Index70.2969.320.89-0.97





Credit Data12/30/201610/20/2017Week ChangeSimple 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)-6060-100120