Sunday, May 20, 2018

Market Data: Week Ending May 18, 2018

Market Index/Data12/29/20175/18/2018Week ChangeSimple YTD
Dow Industrials Avg24,719.2224,715.09-116.08-0.02%
S&P 500 Index2,673.612,712.97-14.751.47%
Fed Funds Rate1.42%1.70%0.00%19.72%
10 yr T-note Yld2.40%3.06%0.09%27.50%
5 yr T-note Yld2.20%2.90%0.06%31.82%
5 yr TIPS - 'Real' Yld0.34%0.76%0.05%123.53%
Implied 5 yr Inflation %1.86%2.14%0.01%15.05%
2 yr T-note Yld1.89%2.55%0.01%34.92%
2-10 Yr Slope0.51%0.51%0.08%0.00%
90 day T-bill Yld1.39%1.91%-0.01%37.41%
Gold ($/oz)$1,309.30$1,291.30-$29.40-1.37%
WTI Oil ($/brl)$60.42$71.37$0.6718.12%
VIX "Worry Index"11.0413.420.7721.56%
NYSE Bullish % Index71.357.932.77-13.37





Credit Data12/29/20175/18/2018Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.45%2.47%0.02%0.82%
SPDR High Yld Credit ETF Yield (JNK)6.09%5.60%0.02%-8.05%
Invest. Gr. to 10 yr T-Note Spread (x 10)50-590-70-640

Friday, May 11, 2018

Market Data: Week Ending May 11, 2018

Market Index/Data12/29/20175/11/2018Week ChangeSimple YTD
Dow Industrials Avg24,719.2224,831.17568.660.45%
S&P 500 Index2,673.612,727.7264.302.02%
Fed Funds Rate1.42%1.70%0.00%19.72%
10 yr T-note Yld2.40%2.97%0.02%23.75%
5 yr T-note Yld2.20%2.84%0.06%29.09%
5 yr TIPS - 'Real' Yld0.34%0.71%0.02%108.82%
Implied 5 yr Inflation %1.86%2.13%0.04%14.52%
2 yr T-note Yld1.89%2.54%0.03%34.39%
2-10 Yr Slope0.51%0.43%-0.01%-15.69%
90 day T-bill Yld1.39%1.92%0.08%38.13%
Gold ($/oz)$1,309.30$1,320.70$6.000.87%
WTI Oil ($/brl)$60.42$70.70$0.9817.01%
VIX "Worry Index"11.0412.65-2.1214.58%
NYSE Bullish % Index71.355.164.07-16.14





Credit Data  12/29/2017  5/11/2018Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.45%2.45%0.00%0.00%
SPDR High Yld Credit ETF Yield (JNK)6.09%5.58%-0.02%-8.37%
Invest. Gr. to 10 yr T-Note Spread (x 10)50-520-20-570

Friday, May 4, 2018

Market Data & Graphs: Week Ending May 4, 2018

Market Index/Data12/29/20175/4/2018Week ChangeSimple YTD
Dow Industrials Avg24,719.2224,262.51-48.68-1.85%
S&P 500 Index2,673.612,663.42-6.49-0.38%
Fed Funds Rate1.42%1.70%0.00%19.72%
10 yr T-note Yld2.40%2.95%-0.01%22.92%
5 yr T-note Yld2.20%2.78%-0.02%26.36%
5 yr TIPS - 'Real' Yld0.34%0.69%-0.02%102.94%
Implied 5 yr Inflation %1.86%2.09%0.00%12.37%
2 yr T-note Yld1.89%2.51%0.02%32.80%
2-10 Yr Slope0.51%0.44%-0.03%-13.73%
90 day T-bill Yld1.39%1.84%0.02%32.37%
Gold ($/oz)$1,309.30$1,314.70-$8.700.41%
WTI Oil ($/brl)$60.42$69.72$1.6215.39%
VIX "Worry Index"11.0414.77-0.6433.79%
NYSE Bullish % Index71.351.09-2.77-20.21





Credit Data  12/29/2017   5/4/2018Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.45%2.45%0.00%0.00%
SPDR High Yld Credit ETF Yield (JNK)6.09%5.60%0.01%-8.05%
Invest. Gr. to 10 yr T-Note Spread (x 10)50-50010-550

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