Friday, November 24, 2017

Market Data: Week Ending November 24, 2017


Market Index12/30/201611/24/2017Week ChangeSimple YTD
Dow Industrials Avg19,762.6023,557.99199.7519.20%
S&P 500 Index2,238.832,602.4223.5716.24%
Fed Funds Rate0.66%1.16%0.00%75.76%
10 yr T-note Yld2.45%2.34%-0.01%-4.49%
5 yr T-note Yld1.93%2.07%0.01%7.25%
5 yr TIPS - 'Real' Yld0.09%0.36%0.05%300.00%
Implied 5 yr Inflation %1.84%1.71%-0.04%-7.07%
2 yr T-note Yld1.20%1.50%-0.23%25.00%
2-10 Yr Slope1.25%0.84%0.22%-32.80%
90 day T-bill Yld0.51%1.29%0.00%152.94%
Gold ($/oz)$1,151.70$1,287.30-$9.2011.77%
WTI Oil ($/brl)$53.72$58.95$2.249.74%
VIX "Worry Index"13.039.65-1.78-25.94%
NYSE Bullish % Index70.2966.921.01-3.37





Credit Data12/30/201611/24/2017Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.39%2.45%0.00%2.51%
SPDR High Yld Credit ETF Yield (JNK)6.06%5.64%-0.03%-6.93%
Invest. Gr. to 10 yr T-Note Spread (x 10)-6011010170