Friday, November 3, 2017

Market Data: Week Ending November 3, 2017


Market Index12/30/201611/3/2017Week ChangeSimple YTD
Dow Industrials Avg19,762.6023,539.19105.0019.11%
S&P 500 Index2,238.832,587.846.7715.59%
Fed Funds Rate0.66%1.16%0.00%75.76%
10 yr T-note Yld2.45%2.34%-0.08%-4.49%
5 yr T-note Yld1.93%1.99%-0.04%3.11%
5 yr TIPS - 'Real' Yld0.09%0.25%-0.02%177.78%
Implied 5 yr Inflation %1.84%1.74%-0.02%-5.43%
2 yr T-note Yld1.20%1.63%0.04%35.83%
2-10 Yr Slope1.25%0.71%-0.12%-43.20%
90 day T-bill Yld0.51%1.18%0.08%131.37%
Gold ($/oz)$1,151.70$1,269.20-$2.6010.20%
WTI Oil ($/brl)$53.72$55.64$1.743.57%
VIX "Worry Index"13.039.14-0.66-29.85%
NYSE Bullish % Index70.2967.32-1.35-2.97





Credit Data12/30/201611/3/2017Week 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%5.68%0.03%-6.27%
Invest. Gr. to 10 yr T-Note Spread (x 10)-6011080170