Friday, February 23, 2018

Market Data: Week Ending February 23, 2018


Market Index/Data12/29/20172/23/2018Week ChangeSimple YTD
Dow Industrials Avg24,719.2225,309.9990.612.39%
S&P 500 Index2,673.612,747.3015.082.76%
Fed Funds Rate1.42%1.42%0.00%0.00%
10 yr T-note Yld2.40%2.88%0.01%20.00%
5 yr T-note Yld2.20%2.62%-0.01%19.09%
5 yr TIPS - 'Real' Yld0.34%0.58%-0.05%70.59%
Implied 5 yr Inflation %1.86%2.04%0.04%9.68%
2 yr T-note Yld1.89%2.25%0.04%19.05%
2-10 Yr Slope0.51%0.63%-0.03%23.53%
90 day T-bill Yld1.39%1.64%-0.03%17.99%
Gold ($/oz)$1,309.30$1,330.30-$25.901.60%
WTI Oil ($/brl)$60.42$63.55$2.005.18%
VIX "Worry Index"11.0416.49-2.9749.37%
NYSE Bullish % Index71.356.861.97-14.44





Credit Data12/29/20172/23/2018Week 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%5.63%0.01%-7.55%
Invest. Gr. to 10 yr T-Note Spread (x 10)50-480-10-530