Friday, January 6, 2017

Market Data: Week Ending January 6, 2017

Market Index12/30/20161/6/2017Week ChangeSimple YTD
Dow Industrials Avg19,762.6019,963.80201.201.02%
S&P 500 Index2,238.832,276.9838.151.70%
Fed Funds Rate0.66%0.66%0.00%0.00%
10 yr T-note Yld2.45%2.42%-0.03%-1.22%
5 yr T-note Yld1.93%1.92%-0.01%-0.52%
5 yr TIPS - 'Real' Yld0.09%0.08%-0.01%-11.11%
Implied 5 yr Inflation %1.84%1.84%0.00%0.00%
2 yr T-note Yld1.20%1.22%0.02%1.67%
2-10 Yr Slope1.25%1.20%-0.05%-4.00%
90 day T-bill Yld0.51%0.53%0.02%3.92%
Gold ($/oz)$1,151.70$1,173.40$21.701.88%
WTI Oil ($/brl)$53.72$53.99$0.270.50%
VIX "Worry Index"13.0311.32-1.71-13.12%
NYSE Bullish % Index70.2971.371.081.08
Credit Data12/30/20161/6/2017Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.39%2.39%0.00%0.00%
SPDR High Yid Credit ETF Yield (JNK)6.06%6.01%-0.05%-0.83%
Invest. Gr. to 10 yr T-Note Spread (x 10)-60-303030