Saturday, January 21, 2017

Market Data: Week Ending January 20, 2017

Market Index12/30/20161/20/2017Week ChangeSimple YTD
Dow Industrials Avg19,762.6019,827.25-58.480.33%
S&P 500 Index2,238.832,271.31-3.331.45%
Fed Funds Rate0.66%0.66%0.00%0.00%
10 yr T-note Yld2.45%2.48%0.08%1.22%
5 yr T-note Yld1.93%1.95%0.05%1.04%
5 yr TIPS - 'Real' Yld0.09%0.03%-0.02%-66.67%
Implied 5 yr Inflation %1.84%1.92%0.07%4.35%
2 yr T-note Yld1.20%1.20%-0.01%0.00%
2-10 Yr Slope1.25%1.28%0.09%2.40%
90 day T-bill Yld0.51%0.50%-0.03%-1.96%
Gold ($/oz)$1,151.70$1,204.90$8.704.62%
WTI Oil ($/brl)$53.72$53.22$0.85-0.93%
VIX "Worry Index"13.0311.540.31-11.44%
NYSE Bullish % Index70.2971.01-0.090.72
Credit Data12/30/20161/20/2017Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.39%2.39%0.01%0.00%
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)-60-90-70-30