Saturday, January 6, 2018

Market Data: Week Ending January 5, 2018


Market Index12/29/20171/5/2018Week ChangeSimple YTD
Dow Industrials Avg24,719.2225,295.87576.652.33%
S&P 500 Index2,673.612,743.1769.562.60%
Fed Funds Rate1.42%1.42%0.00%0.00%
10 yr T-note Yld2.40%2.47%0.07%2.92%
5 yr T-note Yld2.20%2.29%0.09%4.09%
5 yr TIPS - 'Real' Yld0.34%0.34%0.00%0.00%
Implied 5 yr Inflation %1.86%1.95%0.09%4.84%
2 yr T-note Yld1.89%1.96%0.07%3.70%
2-10 Yr Slope0.51%0.51%0.00%0.00%
90 day T-bill Yld1.39%1.39%0.00%0.00%
Gold ($/oz)$1,309.30$1,322.30$13.000.99%
WTI Oil ($/brl)$60.42$61.44$1.021.69%
VIX "Worry Index"11.049.22-1.82-16.49%
NYSE Bullish % Index71.373.452.152.15





Credit Data12/29/20171/5/2018Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.45%2.46%0.01%0.41%
SPDR High Yld Credit ETF Yield (JNK)6.09%5.55%-0.54%-8.87%
Invest. Gr. to 10 yr T-Note Spread (x 10)50-1010-60