Saturday, December 16, 2017

Market Data: Week Ending December 15, 2017


Market Index12/30/201612/15/2017Week ChangeSimple YTD
Dow Industrials Avg19,762.6024,651.74322.5824.74%
S&P 500 Index2,238.832,675.8124.3119.52%
Fed Funds Rate0.66%1.41%0.25%113.64%
10 yr T-note Yld2.45%2.35%-0.03%-4.08%
5 yr T-note Yld1.93%2.16%0.02%11.92%
5 yr TIPS - 'Real' Yld0.09%0.39%-0.04%333.33%
Implied 5 yr Inflation %1.84%1.77%0.06%-3.80%
2 yr T-note Yld1.20%1.84%0.04%53.33%
2-10 Yr Slope1.25%0.51%-0.07%-59.20%
90 day T-bill Yld0.51%1.31%0.03%156.86%
Gold ($/oz)$1,151.70$1,257.50$9.109.19%
WTI Oil ($/brl)$53.72$57.33-$0.036.72%
VIX "Worry Index"13.039.42-0.16-27.71%
NYSE Bullish % Index70.2969.59-0.08-0.70





Credit Data12/30/201612/15/2017Week 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%0.01%-6.77%
Invest. Gr. to 10 yr T-Note Spread (x 10)-6010030160