Friday, February 9, 2018

Market Data: Week Ending February 9, 2018


Market Index/Data12/29/20172/9/2018Week ChangeSimple YTD
Dow Industrials Avg24,719.2224,190.90-1,330.06-2.14%
S&P 500 Index2,673.612,619.55-142.58-2.02%
Fed Funds Rate1.42%1.42%0.00%0.00%
10 yr T-note Yld2.40%2.83%-0.01%17.92%
5 yr T-note Yld2.20%2.52%-0.06%14.55%
5 yr TIPS - 'Real' Yld0.34%0.69%0.04%102.94%
Implied 5 yr Inflation %1.86%1.83%-0.10%-1.61%
2 yr T-note Yld1.89%2.05%-0.10%8.47%
2-10 Yr Slope0.51%0.78%0.09%52.94%
90 day T-bill Yld1.39%1.55%0.07%11.51%
Gold ($/oz)$1,309.30$1,315.70-$21.600.49%
WTI Oil ($/brl)$60.42$59.20-$6.25-2.02%
VIX "Worry Index"11.0429.0611.75163.22%
NYSE Bullish % Index71.347.9-22.68-23.40





Credit Data12/29/2017    2/9/2018Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.45%2.40%0.01%-2.04%
SPDR High Yld Credit ETF Yield (JNK)6.09%5.72%0.08%-6.08%
Invest. Gr. to 10 yr T-Note Spread (x 10)50-43020-480