Sunday, August 6, 2017

Market Data: Week Ending August 4, 2017

Market Index12/30/20168/4/2017Week ChangeSimple YTD
Dow Industrials Avg19,762.6022,082.81252.5011.74%
S&P 500 Index2,238.832,476.834.7310.63%
Fed Funds Rate0.66%1.16%0.00%75.76%
10 yr T-note Yld2.45%2.27%-0.03%-7.35%
5 yr T-note Yld1.93%1.82%-0.01%-5.70%
5 yr TIPS - 'Real' Yld0.09%0.17%0.02%88.89%
Implied 5 yr Inflation %1.84%1.65%-0.03%-10.33%
2 yr T-note Yld1.20%1.36%0.02%13.33%
2-10 Yr Slope1.25%0.91%-0.05%-27.20%
90 day T-bill Yld0.51%1.08%0.00%111.76%
Gold ($/oz)$1,151.70$1,264.60-$10.709.80%
WTI Oil ($/brl)$53.72$49.58-$0.13-7.71%
VIX "Worry Index"13.0310.03-0.26-23.02%
NYSE Bullish % Index70.2963.53-2.36-6.76
Credit Data12/30/20168/4/2017Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.39%2.42%0.02%1.26%
SPDR High Yld Credit ETF Yield (JNK)6.06%5.85%0.03%-3.47%
Invest. Gr. to 10 yr T-Note Spread (x 10)-6015050210