Saturday, December 23, 2017

Market Data: Week Ending December 22, 2017


Market Index12/30/201612/22/2017Week ChangeSimple YTD
Dow Industrials Avg19,762.6024,754.06102.3225.26%
S&P 500 Index2,238.832,683.347.5319.85%
Fed Funds Rate0.66%1.42%0.01%115.15%
10 yr T-note Yld2.45%2.48%0.13%1.22%
5 yr T-note Yld1.93%2.26%0.10%17.10%
5 yr TIPS - 'Real' Yld0.09%0.44%0.05%388.89%
Implied 5 yr Inflation %1.84%1.82%0.05%-1.09%
2 yr T-note Yld1.20%1.91%0.07%59.17%
2-10 Yr Slope1.25%0.57%0.06%-54.40%
90 day T-bill Yld0.51%1.33%0.02%160.78%
Gold ($/oz)$1,151.70$1,278.80$21.3011.04%
WTI Oil ($/brl)$53.72$58.47$1.148.84%
VIX "Worry Index"13.039.900.48-24.02%
NYSE Bullish % Index70.2970.921.330.63





Credit Data12/30/201612/22/2017Week 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%5.66%0.01%-6.60%
Invest. Gr. to 10 yr T-Note Spread (x 10)-60-20-12040