Friday, August 11, 2017

Market Data: Week Ending August 11, 2017

Market Index12/30/20168/11/2017Week ChangeSimple YTD
Dow Industrials Avg19,762.6021,858.32-224.4910.60%
S&P 500 Index2,238.832,441.32-35.519.04%
Fed Funds Rate0.66%1.16%0.00%75.76%
10 yr T-note Yld2.45%2.19%-0.08%-10.61%
5 yr T-note Yld1.93%1.74%-0.08%-9.84%
5 yr TIPS - 'Real' Yld0.09%0.10%-0.07%11.11%
Implied 5 yr Inflation %1.84%1.64%-0.01%-10.87%
2 yr T-note Yld1.20%1.30%-0.06%8.33%
2-10 Yr Slope1.25%0.89%-0.02%-28.80%
90 day T-bill Yld0.51%1.03%-0.05%101.96%
Gold ($/oz)$1,151.70$1,294.00$29.4012.36%
WTI Oil ($/brl)$53.72$48.82-$0.76-9.12%
VIX "Worry Index"13.0315.515.4819.03%
NYSE Bullish % Index70.2960.76-2.77-9.53
Credit Data12/30/20168/11/2017Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.39%2.42%0.00%1.26%
SPDR High Yld Credit ETF Yield (JNK)6.06%5.86%0.01%-3.30%
Invest. Gr. to 10 yr T-Note Spread (x 10)-6023080290