Sunday, December 10, 2017

Market Data: Week Ending December 8, 2017


Market Index12/30/201612/8/2017Week ChangeSimple YTD
Dow Industrials Avg19,762.6024,329.1697.5723.11%
S&P 500 Index2,238.832,651.509.2818.43%
Fed Funds Rate0.66%1.16%0.09%75.76%
10 yr T-note Yld2.45%2.38%0.01%-2.86%
5 yr T-note Yld1.93%2.14%0.01%10.88%
5 yr TIPS - 'Real' Yld0.09%0.43%0.02%377.78%
Implied 5 yr Inflation %1.84%1.71%-0.01%-7.07%
2 yr T-note Yld1.20%1.80%0.02%50.00%
2-10 Yr Slope1.25%0.58%-0.01%-53.60%
90 day T-bill Yld0.51%1.28%0.01%150.98%
Gold ($/oz)$1,151.70$1,248.40-$33.908.40%
WTI Oil ($/brl)$53.72$57.36-$1.006.78%
VIX "Worry Index"13.039.58-1.85-26.48%
NYSE Bullish % Index70.2969.67-0.71-0.62





Credit Data12/30/201612/8/2017Week 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%5.64%-0.04%-6.93%
Invest. Gr. to 10 yr T-Note Spread (x 10)-6070-20130