Friday, May 26, 2017

Market Data: Week Ending May 26, 2017

Market Index12/30/20165/26/2017Week ChangeSimple YTD
Dow Industrials Avg19,762.6021,080.68275.846.67%
S&P 500 Index2,238.832,415.8234.097.91%
Fed Funds Rate0.66%0.91%0.00%37.88%
10 yr T-note Yld2.45%2.25%0.02%-8.16%
5 yr T-note Yld1.93%1.79%0.00%-7.25%
5 yr TIPS - 'Real' Yld0.09%0.06%0.02%-33.33%
Implied 5 yr Inflation %1.84%1.73%-0.02%-5.98%
2 yr T-note Yld1.20%1.30%0.02%8.33%
2-10 Yr Slope1.25%0.95%0.00%-24.00%
90 day T-bill Yld0.51%0.94%0.02%84.31%
Gold ($/oz)$1,151.70$1,268.10$14.5010.11%
WTI Oil ($/brl)$53.72$49.80-$0.87-7.30%
VIX "Worry Index"13.039.81-2.23-24.71%
NYSE Bullish % Index70.2962.870.50-7.42
Credit Data12/30/20165/26/2017Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.39%2.39%0.01%0.00%
SPDR High Yld Credit ETF Yield (JNK)6.06%5.82%-0.02%-3.96%
Invest. Gr. to 10 yr T-Note Spread (x 10)-60140-10200