Friday, November 17, 2017

Market Data: Week Ending November 17, 2017


Market Index12/30/201611/17/2017Week ChangeSimple YTD
Dow Industrials Avg19,762.6023,358.24-63.9718.19%
S&P 500 Index2,238.832,578.85-3.4515.19%
Fed Funds Rate0.66%1.16%0.00%75.76%
10 yr T-note Yld2.45%2.35%-0.05%-4.08%
5 yr T-note Yld1.93%2.06%0.00%6.74%
5 yr TIPS - 'Real' Yld0.09%0.31%0.03%244.44%
Implied 5 yr Inflation %1.84%1.75%-0.03%-4.89%
2 yr T-note Yld1.20%1.73%0.06%44.17%
2-10 Yr Slope1.25%0.62%-0.11%-50.40%
90 day T-bill Yld0.51%1.29%0.06%152.94%
Gold ($/oz)$1,151.70$1,296.50$22.3012.57%
WTI Oil ($/brl)$53.72$56.71-$0.035.57%
VIX "Worry Index"13.0311.430.14-12.28%
NYSE Bullish % Index70.2965.91-0.47-4.38





Credit Data12/30/201611/17/2017Week 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%5.67%-0.02%-6.44%
Invest. Gr. to 10 yr T-Note Spread (x 10)-6010040160