Friday, January 12, 2018

Market Data: Week Ending January 12, 2018


Market Index12/29/20171/12/2018Week ChangeSimple YTD
Dow Industrials Avg24,719.2225,803.19507.324.39%
S&P 500 Index2,673.612,786.2443.074.21%
Fed Funds Rate1.42%1.42%0.00%0.00%
10 yr T-note Yld2.40%2.55%0.08%6.25%
5 yr T-note Yld2.20%2.35%0.06%6.82%
5 yr TIPS - 'Real' Yld0.34%0.43%0.09%26.47%
Implied 5 yr Inflation %1.86%1.92%-0.03%3.23%
2 yr T-note Yld1.89%1.99%0.03%5.29%
2-10 Yr Slope0.51%0.56%0.05%9.80%
90 day T-bill Yld1.39%1.43%0.04%2.88%
Gold ($/oz)$1,309.30$1,334.90$12.601.96%
WTI Oil ($/brl)$60.42$64.30$2.866.42%
VIX "Worry Index"11.0410.160.94-7.97%
NYSE Bullish % Index71.374.771.323.47





Credit Data12/29/20171/12/2018Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.45%2.46%0.00%0.41%
SPDR High Yld Credit ETF Yield (JNK)6.09%5.58%0.03%-8.37%
Invest. Gr. to 10 yr T-Note Spread (x 10)50-90-80-140