Friday, November 10, 2017

Market Data: Week Ending November 10, 2017


Market Index12/30/201611/10/2017Week ChangeSimple YTD
Dow Industrials Avg19,762.6023,422.21-116.9818.52%
S&P 500 Index2,238.832,582.30-5.5415.34%
Fed Funds Rate0.66%1.16%0.00%75.76%
10 yr T-note Yld2.45%2.40%0.06%-2.04%
5 yr T-note Yld1.93%2.06%0.07%6.74%
5 yr TIPS - 'Real' Yld0.09%0.28%0.03%211.11%
Implied 5 yr Inflation %1.84%1.78%0.04%-3.26%
2 yr T-note Yld1.20%1.67%0.04%39.17%
2-10 Yr Slope1.25%0.73%0.02%-41.60%
90 day T-bill Yld0.51%1.23%0.05%141.18%
Gold ($/oz)$1,151.70$1,274.20$5.0010.64%
WTI Oil ($/brl)$53.72$56.74$1.105.62%
VIX "Worry Index"13.0311.292.15-13.35%
NYSE Bullish % Index70.2966.38-0.94-3.91





Credit Data12/30/201611/10/2017Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.39%2.46%0.01%2.93%
SPDR High Yld Credit ETF Yield (JNK)6.06%5.69%0.01%-6.11%
Invest. Gr. to 10 yr T-Note Spread (x 10)-6060-50120