Friday, March 16, 2018

Market Data: Week Ending March 16, 2018


Market Index/Data12/29/20173/16/2018Week ChangeSimple YTD
Dow Industrials Avg24,719.2224,946.51-389.230.92%
S&P 500 Index2,673.612,752.01-34.562.93%
Fed Funds Rate1.42%1.43%0.01%0.70%
10 yr T-note Yld2.40%2.85%-0.05%18.75%
5 yr T-note Yld2.20%2.65%0.00%20.45%
5 yr TIPS - 'Real' Yld0.34%0.60%-0.09%76.47%
Implied 5 yr Inflation %1.86%2.05%0.09%10.22%
2 yr T-note Yld1.89%2.31%0.04%22.22%
2-10 Yr Slope0.51%0.54%-0.09%5.88%
90 day T-bill Yld1.39%1.78%0.11%28.06%
Gold ($/oz)$1,309.30$1,312.30-$11.700.23%
WTI Oil ($/brl)$60.42$62.41$0.373.29%
VIX "Worry Index"11.0415.801.1643.12%
NYSE Bullish % Index71.359.192.17-12.11





Credit Data  12/29/2017   3/16/2018Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.45%2.41%-0.01%-1.63%
SPDR High Yld Credit ETF Yield (JNK)6.09%5.64%0.02%-7.39%
Invest. Gr. to 10 yr T-Note Spread (x 10)50-44040-490