Saturday, May 6, 2017

Market Data: Week Ending May 5, 2017

Market Index12/30/20165/5/2017Week ChangeSimple YTD
Dow Industrials Avg19,762.6021,006.9466.436.30%
S&P 500 Index2,238.832,399.2915.097.17%
Fed Funds Rate0.66%0.91%0.00%37.88%
10 yr T-note Yld2.45%2.36%0.07%-3.67%
5 yr T-note Yld1.93%1.89%0.08%-2.07%
5 yr TIPS - 'Real' Yld0.09%0.14%0.14%55.56%
Implied 5 yr Inflation %1.84%1.75%-0.06%-4.89%
2 yr T-note Yld1.20%1.32%0.04%10.00%
2-10 Yr Slope1.25%1.04%0.03%-16.80%
90 day T-bill Yld0.51%0.90%0.10%76.47%
Gold ($/oz)$1,151.70$1,226.90-$41.406.53%
WTI Oil ($/brl)$53.72$46.22-$3.11-13.96%
VIX "Worry Index"13.0310.57-0.25-18.88%
NYSE Bullish % Index70.2965.9-1.92-4.39
Credit Data12/30/20165/5/2017Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.39%2.40%0.04%0.42%
SPDR High Yid Credit ETF Yield (JNK)6.06%5.88%0.00%-2.97%
Invest. Gr. to 10 yr T-Note Spread (x 10)-6040-30100