Saturday, March 18, 2017

Market Data: Week Ending March 17, 2017

Market Index12/30/20163/17/2017Week ChangeSimple YTD
Dow Industrials Avg19,762.6020,914.6211.645.83%
S&P 500 Index2,238.832,378.255.656.23%
Fed Funds Rate0.66%0.91%0.25%37.88%
10 yr T-note Yld2.45%2.50%-0.08%2.04%
5 yr T-note Yld1.93%2.03%-0.08%5.18%
5 yr TIPS - 'Real' Yld0.09%0.14%-0.07%55.56%
Implied 5 yr Inflation %1.84%1.89%-0.01%2.72%
2 yr T-note Yld1.20%1.33%-0.03%10.83%
2-10 Yr Slope1.25%1.17%-0.05%-6.40%
90 day T-bill Yld0.51%0.73%-0.02%43.14%
Gold ($/oz)$1,151.70$1,230.20$28.806.82%
WTI Oil ($/brl)$53.72$49.31$0.82-8.21%
VIX "Worry Index"13.0311.28-0.38-13.43%
NYSE Bullish % Index70.2967.460.07-2.83
Credit Data12/30/20163/17/2017Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.39%2.39%-0.01%0.00%
SPDR High Yid Credit ETF Yield (JNK)6.06%6.00%-0.05%-0.99%
Invest. Gr. to 10 yr T-Note Spread (x 10)-60-11070-50