Friday, June 16, 2017

Market Data: Week Ending June 16, 2017

Market Index12/30/20166/16/2017Week ChangeSimple YTD
Dow Industrials Avg19,762.6021,384.28112.318.21%
S&P 500 Index2,238.832,433.151.388.68%
Fed Funds Rate0.66%1.16%0.34%75.76%
10 yr T-note Yld2.45%2.16%-0.05%-11.84%
5 yr T-note Yld1.93%1.75%-0.02%-9.33%
5 yr TIPS - 'Real' Yld0.09%0.19%0.10%111.11%
Implied 5 yr Inflation %1.84%1.56%-0.12%-15.22%
2 yr T-note Yld1.20%1.32%-0.03%10.00%
2-10 Yr Slope1.25%0.84%-0.02%-32.80%
90 day T-bill Yld0.51%1.03%0.02%101.96%
Gold ($/oz)$1,151.70$1,256.50-$14.909.10%
WTI Oil ($/brl)$53.72$44.97-$0.86-16.29%
VIX "Worry Index"13.0310.38-0.32-20.34%
NYSE Bullish % Index70.2963.980.23-6.31
Credit Data12/30/20166/16/2017Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.39%2.39%0.00%0.00%
SPDR High Yld Credit ETF Yield (JNK)6.06%5.93%0.01%-2.15%
Invest. Gr. to 10 yr T-Note Spread (x 10)-6023050290