Market Index | 12/31/2014 | 6/26/2015 | Week Change | Simple YTD |
Dow Industrials Avg | 17,983.07 | 17,946.68 | -0.39% | -0.20% |
S&P 500 Index | 2,058.90 | 2,101.49 | -0.40% | 2.07% |
Fed Funds Rate | 0.03% | 0.13% | 0.08% | 333.33% |
10 yr T-note Yld | 2.17% | 2.49% | 0.23% | 14.75% |
5 yr T-note Yld | 1.65% | 1.75% | 0.16% | 6.06% |
5 yr TIPS - 'Real' Yld | 0.33% | 0.05% | 0.15% | -84.85% |
Implied 5 yr Inflation % | 1.32% | 1.70% | 0.01% | 28.79% |
2 yr T-note Yld | 0.67% | 0.72% | 0.07% | 7.46% |
2-10 Yr Slope | 1.50% | 1.77% | 0.16% | 18.00% |
90 day T-bill Yld | 0.04% | 0.01% | 0.00% | -75.00% |
Gold ($/oz) | $1,183.20 | $1,173.70 | -$26.10 | -0.80% |
WTI Oil ($/brl) | $53.71 | $59.65 | -$0.04 | 11.06% |
VIX "Worry Index" | 19.20 | 14.02 | 0.06 | -26.98% |
NYSE Bullish % Index | 59.88 | 60.65 | -0.35 | 0.77 |
Credit Spreads | 12/31/2014 | 6/26/2015 | Week Change | Simple YTD |
Inv Grade Credit Idx | 3.70% | 3.40% | 0.14% | -8.11% |
High Yield Credit Idx | 6.80% | 6.81% | 0.01% | 0.15% |
Markit CDX No Am Inv Grade | 66 | 67 | -1.00 | 1.00 |
Invest. Gr. to 10 yr T-Note Spread | 153 | 91 | -9.00 | -62.00 |
Saturday, June 27, 2015
Market Data: Week Ending June 26, 2015
Saturday, June 20, 2015
Market Data: Week Ending June 19, 2015
Market Index | 12/31/2014 | 6/19/2015 | Week Change | Simple YTD |
Dow Industrials Avg | 17,983.07 | 18,015.95 | 0.65% | 0.18% |
S&P 500 Index | 2,058.90 | 2,109.99 | 0.75% | 2.48% |
Fed Funds Rate | 0.03% | 0.05% | -0.08% | 66.67% |
10 yr T-note Yld | 2.17% | 2.26% | -0.13% | 4.15% |
5 yr T-note Yld | 1.65% | 1.59% | -0.16% | -3.64% |
5 yr TIPS - 'Real' Yld | 0.33% | -0.10% | -0.15% | -130.30% |
Implied 5 yr Inflation % | 1.32% | 1.69% | -0.01% | 28.03% |
2 yr T-note Yld | 0.67% | 0.65% | -0.08% | -2.99% |
2-10 Yr Slope | 1.50% | 1.61% | -0.05% | 7.33% |
90 day T-bill Yld | 0.04% | 0.01% | -0.01% | -75.00% |
Gold ($/oz) | $1,183.20 | $1,199.80 | $19.20 | 1.40% |
WTI Oil ($/brl) | $53.71 | $59.69 | -$0.25 | 11.13% |
VIX "Worry Index" | 19.20 | 13.96 | 0.18 | -27.29% |
NYSE Bullish % Index | 59.88 | 61 | -0.37 | 1.12 |
Credit Spreads | 12/31/2014 | 6/19/2015 | Week Change | Simple YTD |
Inv Grade Credit Idx | 3.70% | 3.26% | -0.07% | -11.89% |
High Yield Credit Idx | 6.80% | 6.80% | 0.03% | 0.00% |
Markit CDX No Am Inv Grade | 66 | 68 | 2.00 | 2.00 |
Invest. Gr. to 10 yr T-Note Spread | 153 | 100 | 6.00 | -53.00 |
Wednesday, June 17, 2015
Market Data: Week Ending June 12, 2015
Market Index | 12/31/2014 | 6/12/2015 | Week Change | Simple YTD |
Dow Industrials Avg | 17,983.07 | 17,898.84 | 0.28% | -0.47% |
S&P 500 Index | 2,058.90 | 2,094.11 | 0.06% | 1.71% |
Fed Funds Rate | 0.03% | 0.13% | 0.00% | 333.33% |
10 yr T-note Yld | 2.17% | 2.39% | -0.02% | 10.14% |
5 yr T-note Yld | 1.65% | 1.75% | 0.00% | 6.06% |
5 yr TIPS - 'Real' Yld | 0.33% | 0.05% | 0.00% | -84.85% |
Implied 5 yr Inflation % | 1.32% | 1.70% | 0.00% | 28.79% |
2 yr T-note Yld | 0.67% | 0.73% | 0.00% | 8.96% |
2-10 Yr Slope | 1.50% | 1.66% | -0.02% | 10.67% |
90 day T-bill Yld | 0.04% | 0.02% | -0.01% | -50.00% |
Gold ($/oz) | $1,183.20 | $1,180.60 | $8.80 | -0.22% |
WTI Oil ($/brl) | $53.71 | $59.94 | $1.06 | 11.60% |
VIX "Worry Index" | 19.20 | 13.78 | -0.43 | -28.23% |
NYSE Bullish % Index | 59.88 | 61.37 | 0.33 | 1.49 |
Credit Spreads | 12/31/2014 | 6/12/2015 | Week Change | Simple YTD |
Inv Grade Credit Idx | 3.70% | 3.33% | 0.01% | -10.00% |
High Yield Credit Idx | 6.80% | 6.77% | 0.08% | -0.44% |
Markit CDX No Am Inv Grade | 66 | 66 | 0.00 | 0.00 |
Invest. Gr. to 10 yr T-Note Spread | 153 | 94 | 3.00 | -59.00 |
Sunday, June 7, 2015
Market Data: Week Ending June 5, 2015
Market Index | 12/31/2014 | 6/5/2015 | Week Change | Simple YTD |
Dow Industrials Avg | 17,983.07 | 17,849.46 | -0.90% | -0.74% |
S&P 500 Index | 2,058.90 | 2,092.83 | -0.70% | 1.65% |
Fed Funds Rate | 0.03% | 0.13% | 0.06% | 333.33% |
10 yr T-note Yld | 2.17% | 2.41% | 0.29% | 11.06% |
5 yr T-note Yld | 1.65% | 1.75% | 0.26% | 6.06% |
5 yr TIPS - 'Real' Yld | 0.33% | 0.05% | 0.18% | -84.85% |
Implied 5 yr Inflation % | 1.32% | 1.70% | 0.08% | 28.79% |
2 yr T-note Yld | 0.67% | 0.73% | 0.12% | 8.96% |
2-10 Yr Slope | 1.50% | 1.68% | 0.17% | 12.00% |
90 day T-bill Yld | 0.04% | 0.03% | 0.02% | -25.00% |
Gold ($/oz) | $1,183.20 | $1,171.80 | -$18.70 | -0.96% |
WTI Oil ($/brl) | $53.71 | $58.88 | -$1.35 | 9.63% |
VIX "Worry Index" | 19.20 | 14.21 | 0.37 | -25.99% |
NYSE Bullish % Index | 59.88 | 61.04 | -1.64 | 1.16 |
Credit Spreads | 12/31/2014 | 6/5/2015 | Week Change | Simple YTD |
Inv Grade Credit Idx | 3.70% | 3.32% | -0.28% | -10.27% |
High Yield Credit Idx | 6.80% | 6.69% | 0.56% | -1.62% |
Markit CDX No Am Inv Grade | 66 | 66 | 2.00 | 0.00 |
Invest. Gr. to 10 yr T-Note Spread | 153 | 91 | -57.00 | -62.00 |
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