Saturday, January 14, 2017

Market Data: Week Ending January 13, 2017

Market Index12/30/20161/13/2017Week ChangeSimple YTD
Dow Industrials Avg19,762.6019,885.73-78.070.62%
S&P 500 Index2,238.832,274.64-2.341.60%
Fed Funds Rate0.66%0.66%0.00%0.00%
10 yr T-note Yld2.45%2.40%-0.02%-2.04%
5 yr T-note Yld1.93%1.90%-0.02%-1.55%
5 yr TIPS - 'Real' Yld0.09%0.05%-0.03%-44.44%
Implied 5 yr Inflation %1.84%1.85%0.01%0.54%
2 yr T-note Yld1.20%1.21%-0.01%0.83%
2-10 Yr Slope1.25%1.19%-0.01%-4.80%
90 day T-bill Yld0.51%0.53%0.00%3.92%
Gold ($/oz)$1,151.70$1,196.20$22.803.86%
WTI Oil ($/brl)$53.72$52.37-$1.62-2.51%
VIX "Worry Index"13.0311.23-0.09-13.81%
NYSE Bullish % Index70.2971.1-0.270.81
Credit Data12/30/20161/13/2017Week 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%0.00%-0.83%
Invest. Gr. to 10 yr T-Note Spread (x 10)-60-201040