Saturday, October 7, 2017

Market Data: Week Ending October 6, 2017

Market Index12/30/201610/6/2017Week ChangeSimple YTD
Dow Industrials Avg19,762.6022,773.67367.6815.24%
S&P 500 Index2,238.832,549.3329.9713.87%
Fed Funds Rate0.66%1.16%0.10%75.76%
10 yr T-note Yld2.45%2.37%0.04%-3.27%
5 yr T-note Yld1.93%1.97%0.05%2.07%
5 yr TIPS - 'Real' Yld0.09%0.19%-0.05%111.11%
Implied 5 yr Inflation %1.84%1.78%0.10%-3.26%
2 yr T-note Yld1.20%1.54%0.07%28.33%
2-10 Yr Slope1.25%0.83%-0.03%-33.60%
90 day T-bill Yld0.51%1.07%0.01%109.80%
Gold ($/oz)$1,151.70$1,274.90-$9.9010.70%
WTI Oil ($/brl)$53.72$49.29-$2.38-8.25%
VIX "Worry Index"13.039.650.14-25.94%
NYSE Bullish % Index70.2968.161.30-2.13
Credit Data12/30/201610/6/2017Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.39%2.45%0.00%2.51%
SPDR High Yld Credit ETF Yield (JNK)6.06%5.65%-0.08%-6.77%
Invest. Gr. to 10 yr T-Note Spread (x 10)-6080-40140