Friday, July 14, 2017

Market Data: Week Ending July 14, 2017

Market Index12/30/20167/14/2017Week ChangeSimple YTD
Dow Industrials Avg19,762.6021,637.74223.409.49%
S&P 500 Index2,238.832,459.2734.099.85%
Fed Funds Rate0.66%1.16%0.00%75.76%
10 yr T-note Yld2.45%2.33%-0.06%-4.90%
5 yr T-note Yld1.93%1.87%-0.08%-3.11%
5 yr TIPS - 'Real' Yld0.09%0.25%-0.07%177.78%
Implied 5 yr Inflation %1.84%1.62%-0.01%-11.96%
2 yr T-note Yld1.20%1.35%-0.05%12.50%
2-10 Yr Slope1.25%0.98%-0.01%-21.60%
90 day T-bill Yld0.51%1.04%-0.01%103.92%
Gold ($/oz)$1,151.70$1,227.50$17.806.58%
WTI Oil ($/brl)$53.72$46.54$2.31-13.37%
VIX "Worry Index"13.039.51-1.58-27.01%
NYSE Bullish % Index70.2965.820.89-4.47
Credit Data12/30/20167/14/2017Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.39%2.41%-0.01%0.84%
SPDR High Yld Credit ETF Yield (JNK)6.06%5.86%-0.05%-3.30%
Invest. Gr. to 10 yr T-Note Spread (x 10)-608050140