Friday, May 19, 2017

Market Data: Week Ending May 19, 2017

Market Index12/30/20165/19/2017Week ChangeSimple YTD
Dow Industrials Avg19,762.6020,804.84-91.775.27%
S&P 500 Index2,238.832,381.73-9.176.38%
Fed Funds Rate0.66%0.91%0.00%37.88%
10 yr T-note Yld2.45%2.23%-0.10%-8.98%
5 yr T-note Yld1.93%1.79%-0.06%-7.25%
5 yr TIPS - 'Real' Yld0.09%0.04%-0.06%-55.56%
Implied 5 yr Inflation %1.84%1.75%0.00%-4.89%
2 yr T-note Yld1.20%1.28%-0.01%6.67%
2-10 Yr Slope1.25%0.95%-0.09%-24.00%
90 day T-bill Yld0.51%0.92%0.04%80.39%
Gold ($/oz)$1,151.70$1,253.60$25.908.85%
WTI Oil ($/brl)$53.72$50.67$2.83-5.68%
VIX "Worry Index"13.0312.041.64-7.60%
NYSE Bullish % Index70.2962.37-2.84-7.92
Credit Data12/30/20165/19/2017Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.39%2.38%-0.02%-0.42%
SPDR High Yid Credit ETF Yield (JNK)6.06%5.84%-0.02%-3.63%
Invest. Gr. to 10 yr T-Note Spread (x 10)-6015080210