Market Index | 12/31/2014 | 12/24/2015 | Week Change | Simple YTD |
Dow Industrials Avg | 17,983.07 | 17,552.17 | 2.41% | -2.40% |
S&P 500 Index | 2,058.90 | 2,060.99 | 2.69% | 0.10% |
Fed Funds Rate | 0.03% | 0.36% | -0.01% | 1100.00% |
10 yr T-note Yld | 2.17% | 2.25% | 0.06% | 3.69% |
5 yr T-note Yld | 1.65% | 1.73% | 0.06% | 4.85% |
5 yr TIPS - 'Real' Yld | 0.33% | 0.50% | 0.04% | 51.52% |
Implied 5 yr Inflation % | 1.32% | 1.23% | 0.02% | -6.82% |
2 yr T-note Yld | 0.67% | 1.03% | 0.06% | 53.73% |
2-10 Yr Slope | 1.50% | 1.22% | 0.00% | -18.67% |
90 day T-bill Yld | 0.04% | 0.20% | 0.01% | 400.00% |
Gold ($/oz) | $1,183.20 | $1,075.80 | $10.20 | -9.08% |
WTI Oil ($/brl) | $53.71 | $38.12 | $2.29 | -29.03% |
VIX "Worry Index" | 19.20 | 15.74 | -4.96 | -18.02% |
NYSE Bullish % Index | 59.88 | 44.74 | 1.12 | -15.14 |
Credit Data | 12/31/2014 | 12/24/2015 | Week Change | Simple YTD |
iShares Agg. Bond ETF Yield (AGG) | 2.33% | 2.44% | 0.01% | 4.72% |
SPDR High Yid Credit ETF Yield (JNK) | 6.01% | 6.55% | -0.09% | 8.99% |
Invest. Gr. to 10 yr T-Note Spread (x 10) | 160 | 190 | -50 | 30 |
Saturday, December 26, 2015
Market Data: Week Ending December 24, 2015
Saturday, December 19, 2015
Market Data: Week Ending December 18, 2015
Market Index | 12/31/2014 | 12/18/2015 | Week Change | Simple YTD |
Dow Industrials Avg | 17,983.07 | 17,128.55 | -0.80% | -4.75% |
S&P 500 Index | 2,058.90 | 2,005.55 | -0.34% | -2.59% |
Fed Funds Rate | 0.03% | 0.37% | 0.24% | 1133.33% |
10 yr T-note Yld | 2.17% | 2.19% | 0.06% | 0.92% |
5 yr T-note Yld | 1.65% | 1.67% | 0.11% | 1.21% |
5 yr TIPS - 'Real' Yld | 0.33% | 0.46% | 0.07% | 39.39% |
Implied 5 yr Inflation % | 1.32% | 1.21% | 0.04% | -8.33% |
2 yr T-note Yld | 0.67% | 0.97% | 0.09% | 44.78% |
2-10 Yr Slope | 1.50% | 1.22% | -0.03% | -18.67% |
90 day T-bill Yld | 0.04% | 0.19% | -0.04% | 375.00% |
Gold ($/oz) | $1,183.20 | $1,065.60 | -$8.10 | -9.94% |
WTI Oil ($/brl) | $53.71 | $35.83 | $0.47 | -33.29% |
VIX "Worry Index" | 19.20 | 20.70 | -3.69 | 7.81% |
NYSE Bullish % Index | 59.88 | 43.62 | -2.59 | -16.26 |
Credit Data | 12/31/2014 | 12/18/2015 | Week Change | Simple YTD |
iShares Agg. Bond ETF Yield (AGG) | 2.33% | 2.43% | 0.01% | 4.29% |
SPDR High Yid Credit ETF Yield (JNK) | 6.01% | 6.64% | 0.02% | 10.48% |
Invest. Gr. to 10 yr T-Note Spread (x 10) | 160 | 240 | -50 | 80 |
Friday, December 11, 2015
Market Data: Week Ending December 11, 2015
Market Index | 12/31/2014 | 12/11/2015 | Week Change | Simple YTD |
Dow Industrials Avg | 17,983.07 | 17,265.21 | -3.37% | -3.99% |
S&P 500 Index | 2,058.90 | 2,012.37 | -3.94% | -2.26% |
Fed Funds Rate | 0.03% | 0.13% | 0.00% | 333.33% |
10 yr T-note Yld | 2.17% | 2.13% | -0.15% | -1.84% |
5 yr T-note Yld | 1.65% | 1.56% | -0.20% | -5.45% |
5 yr TIPS - 'Real' Yld | 0.33% | 0.39% | -0.02% | 18.18% |
Implied 5 yr Inflation % | 1.32% | 1.17% | -0.18% | -11.36% |
2 yr T-note Yld | 0.67% | 0.88% | -0.03% | 31.34% |
2-10 Yr Slope | 1.50% | 1.25% | -0.12% | -16.67% |
90 day T-bill Yld | 0.04% | 0.23% | 0.00% | 475.00% |
Gold ($/oz) | $1,183.20 | $1,073.70 | -$12.10 | -9.25% |
WTI Oil ($/brl) | $53.71 | $35.36 | -$4.78 | -34.16% |
VIX "Worry Index" | 19.20 | 24.39 | 9.58 | 27.03% |
NYSE Bullish % Index | 59.88 | 46.21 | -7.20 | -13.67 |
Credit Data | 12/31/2014 | 12/11/2015 | Week Change | Simple YTD |
iShares Agg. Bond ETF Yield (AGG) | 2.33% | 2.42% | -0.01% | 3.86% |
SPDR High Yid Credit ETF Yield (JNK) | 6.01% | 6.62% | 0.26% | 10.15% |
Invest. Gr. to 10 yr T-Note Spread (x 10) | 160 | 290 | 140 | 130 |
Saturday, December 5, 2015
Market Data: Week Ending December 4, 2015
Market Index | 12/31/2014 | 12/4/2015 | Week Change | Simple YTD |
Dow Industrials Avg | 17,983.07 | 17,847.63 | 0.13% | -0.75% |
S&P 500 Index | 2,058.90 | 2,091.69 | 0.12% | 1.59% |
Fed Funds Rate | 0.03% | 0.13% | 0.01% | 333.33% |
10 yr T-note Yld | 2.17% | 2.28% | 0.02% | 5.07% |
5 yr T-note Yld | 1.65% | 1.76% | 0.06% | 6.67% |
5 yr TIPS - 'Real' Yld | 0.33% | 0.41% | 0.02% | 24.24% |
Implied 5 yr Inflation % | 1.32% | 1.35% | 0.04% | 2.27% |
2 yr T-note Yld | 0.67% | 0.91% | -0.02% | 35.82% |
2-10 Yr Slope | 1.50% | 1.37% | 0.04% | -8.67% |
90 day T-bill Yld | 0.04% | 0.23% | 0.11% | 475.00% |
Gold ($/oz) | $1,183.20 | $1,085.80 | $9.10 | -8.23% |
WTI Oil ($/brl) | $53.71 | $40.14 | -$1.32 | -25.27% |
VIX "Worry Index" | 19.20 | 14.81 | -0.66 | -22.86% |
NYSE Bullish % Index | 59.88 | 53.41 | 0.68 | -6.47 |
Credit Data | 12/31/2014 | 12/4/2015 | Week Change | Simple YTD |
iShares Agg. Bond ETF Yield (AGG) | 2.33% | 2.43% | 0.02% | 4.29% |
SPDR High Yid Credit ETF Yield (JNK) | 6.01% | 6.36% | 0.05% | 5.82% |
Invest. Gr. to 10 yr T-Note Spread (x 10) | 160 | 150 | 0 | -10 |
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