Friday, March 24, 2017

Market Data: Week Ending March 24, 2017

Market Index12/30/20163/24/2017Week ChangeSimple YTD
Dow Industrials Avg19,762.6020,596.72-317.904.22%
S&P 500 Index2,238.832,343.98-34.274.70%
Fed Funds Rate0.66%0.91%0.00%37.88%
10 yr T-note Yld2.45%2.40%-0.10%-2.04%
5 yr T-note Yld1.93%1.93%-0.10%0.00%
5 yr TIPS - 'Real' Yld0.09%0.20%0.06%122.22%
Implied 5 yr Inflation %1.84%1.73%-0.16%-5.98%
2 yr T-note Yld1.20%1.26%-0.07%5.00%
2-10 Yr Slope1.25%1.14%-0.03%-8.80%
90 day T-bill Yld0.51%0.78%0.05%52.94%
Gold ($/oz)$1,151.70$1,248.50$18.308.40%
WTI Oil ($/brl)$53.72$47.97-$1.34-10.70%
VIX "Worry Index"13.0312.961.68-0.54%
NYSE Bullish % Index70.2965.11-2.35-5.18
Credit Data12/30/20163/24/2017Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.39%2.38%-0.01%-0.42%
SPDR High Yid Credit ETF Yield (JNK)6.06%6.01%0.01%-0.83%
Invest. Gr. to 10 yr T-Note Spread (x 10)-60-209040