Friday, July 21, 2017

Market Data: Week Ending July 21, 2017

Market Index12/30/20167/21/2017Week ChangeSimple YTD
Dow Industrials Avg19,762.6021,580.07-57.679.20%
S&P 500 Index2,238.832,472.5413.2710.44%
Fed Funds Rate0.66%1.16%0.00%75.76%
10 yr T-note Yld2.45%2.24%-0.09%-8.57%
5 yr T-note Yld1.93%1.81%-0.06%-6.22%
5 yr TIPS - 'Real' Yld0.09%0.19%-0.06%111.11%
Implied 5 yr Inflation %1.84%1.62%0.00%-11.96%
2 yr T-note Yld1.20%1.36%0.01%13.33%
2-10 Yr Slope1.25%0.88%-0.10%-29.60%
90 day T-bill Yld0.51%1.16%0.12%127.45%
Gold ($/oz)$1,151.70$1,254.90$27.408.96%
WTI Oil ($/brl)$53.72$45.77-$0.77-14.80%
VIX "Worry Index"13.039.36-0.15-28.17%
NYSE Bullish % Index70.2966.480.66-3.81
Credit Data12/30/20167/21/2017Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.39%2.40%-0.01%0.42%
SPDR High Yld Credit ETF Yield (JNK)6.06%5.84%-0.02%-3.63%
Invest. Gr. to 10 yr T-Note Spread (x 10)-6016080220