Friday, May 12, 2017

Market Data: Week Ending May 12, 2017

Market Index12/30/20165/12/2017Week ChangeSimple YTD
Dow Industrials Avg19,762.6020,896.61-110.335.74%
S&P 500 Index2,238.832,390.90-8.396.79%
Fed Funds Rate0.66%0.91%0.00%37.88%
10 yr T-note Yld2.45%2.33%-0.03%-4.90%
5 yr T-note Yld1.93%1.85%-0.04%-4.15%
5 yr TIPS - 'Real' Yld0.09%0.10%-0.04%11.11%
Implied 5 yr Inflation %1.84%1.75%0.00%-4.89%
2 yr T-note Yld1.20%1.29%-0.03%7.50%
2-10 Yr Slope1.25%1.04%0.00%-16.80%
90 day T-bill Yld0.51%0.88%-0.02%72.55%
Gold ($/oz)$1,151.70$1,227.70$0.806.60%
WTI Oil ($/brl)$53.72$47.84$1.62-10.95%
VIX "Worry Index"13.0310.40-0.17-20.18%
NYSE Bullish % Index70.2965.21-0.69-5.08
Credit Data12/30/20165/12/2017Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.39%2.40%0.00%0.42%
SPDR High Yid Credit ETF Yield (JNK)6.06%5.86%-0.02%-3.30%
Invest. Gr. to 10 yr T-Note Spread (x 10)-607030130