Saturday, February 4, 2017

Market Data: Week Ending February 3, 2017

Market Index12/30/20162/3/2017Week ChangeSimple YTD
Dow Industrials Avg19,762.6020,071.46-22.321.56%
S&P 500 Index2,238.832,297.422.732.62%
Fed Funds Rate0.66%0.66%0.00%0.00%
10 yr T-note Yld2.45%2.49%0.00%1.63%
5 yr T-note Yld1.93%1.93%-0.01%0.00%
5 yr TIPS - 'Real' Yld0.09%0.02%0.04%-77.78%
Implied 5 yr Inflation %1.84%1.91%-0.05%3.80%
2 yr T-note Yld1.20%1.21%-0.01%0.83%
2-10 Yr Slope1.25%1.28%0.01%2.40%
90 day T-bill Yld0.51%0.51%-0.01%0.00%
Gold ($/oz)$1,151.70$1,220.80$32.406.00%
WTI Oil ($/brl)$53.72$53.82$0.650.19%
VIX "Worry Index"13.0310.970.39-15.81%
NYSE Bullish % Index70.2970.93-1.110.64
Credit Data12/30/20162/3/2017Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.39%2.38%-0.01%-0.42%
SPDR High Yid Credit ETF Yield (JNK)6.06%5.99%0.02%-1.16%
Invest. Gr. to 10 yr T-Note Spread (x 10)-60-110-10-50