Saturday, February 17, 2018

Market Data: Week Ending February 16, 2018


Market Index/Data12/29/20172/16/2018Week ChangeSimple YTD
Dow Industrials Avg24,719.2225,219.381,028.482.02%
S&P 500 Index2,673.612,732.22112.672.19%
Fed Funds Rate1.42%1.42%0.00%0.00%
10 yr T-note Yld2.40%2.87%0.04%19.58%
5 yr T-note Yld2.20%2.63%0.11%19.55%
5 yr TIPS - 'Real' Yld0.34%0.63%-0.06%85.29%
Implied 5 yr Inflation %1.86%2.00%0.17%7.53%
2 yr T-note Yld1.89%2.21%0.16%16.93%
2-10 Yr Slope0.51%0.66%-0.12%29.41%
90 day T-bill Yld1.39%1.67%0.12%20.14%
Gold ($/oz)$1,309.30$1,356.20$40.503.58%
WTI Oil ($/brl)$60.42$61.55$2.351.87%
VIX "Worry Index"11.0419.46-9.6076.27%
NYSE Bullish % Index71.354.896.99-16.41





Credit Data12/29/20172/16/2018Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.45%2.40%0.00%-2.04%
SPDR High Yld Credit ETF Yield (JNK)6.09%5.62%-0.10%-7.72%
Invest. Gr. to 10 yr T-Note Spread (x 10)50-470-40-520