Saturday, March 26, 2016

Market Data: Week Ending March 25, 2016

Market Index12/31/20153/25/2016Week ChangeSimple YTD
Dow Industrials Avg17,425.0317,515.73-86.570.52%
S&P 500 Index2,043.942,035.94-13.64-0.39%
Fed Funds Rate0.35%0.37%0.00%5.71%
10 yr T-note Yld2.27%1.91%0.03%-15.86%
5 yr T-note Yld1.76%1.39%0.05%-21.02%
5 yr TIPS - 'Real' Yld0.45%-0.03%0.10%-106.67%
Implied 5 yr Inflation %1.31%1.42%-0.05%8.40%
2 yr T-note Yld1.06%0.89%0.05%-16.04%
2-10 Yr Slope1.21%1.02%-0.02%-15.70%
90 day T-bill Yld0.16%0.30%0.00%87.50%
Gold ($/oz)$1,060.50$1,216.70-$39.3014.73%
WTI Oil ($/brl)$37.07$39.59-$1.546.80%
VIX "Worry Index"18.2114.740.72-19.06%
NYSE Bullish % Index44.8963.2-0.0218.31
Credit Data12/31/20153/25/2016Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.30%2.34%0.00%1.74%
SPDR High Yid Credit ETF Yield (JNK)6.59%6.53%0.08%-0.91%
Invest. Gr. to 10 yr T-Note Spread (x 10)30430-30400

Saturday, March 19, 2016

Market Data: Week Ending March 18, 2016

Market Index12/31/20153/18/2016Week ChangeSimple YTD
Dow Industrials Avg17,425.0317,602.30388.991.02%
S&P 500 Index2,043.942,049.5827.390.28%
Fed Funds Rate0.35%0.37%0.01%5.71%
10 yr T-note Yld2.27%1.88%-0.10%-17.18%
5 yr T-note Yld1.76%1.34%-0.15%-23.86%
5 yr TIPS - 'Real' Yld0.45%-0.13%-0.21%-128.89%
Implied 5 yr Inflation %1.31%1.47%0.06%12.21%
2 yr T-note Yld1.06%0.84%-0.13%-20.75%
2-10 Yr Slope1.21%1.04%0.03%-14.05%
90 day T-bill Yld0.16%0.30%0.00%87.50%
Gold ($/oz)$1,060.50$1,256.00$4.9018.43%
WTI Oil ($/brl)$37.07$41.13$2.6410.95%
VIX "Worry Index"18.2114.02-2.48-23.01%
NYSE Bullish % Index44.8963.223.8518.33
Credit Data12/31/20153/18/2016Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.30%2.34%-0.01%1.74%
SPDR High Yid Credit ETF Yield (JNK)6.59%6.45%-0.04%-2.12%
Invest. Gr. to 10 yr T-Note Spread (x 10)3046090430

Friday, March 11, 2016

Market Data: Week Ending March 11, 2016

Market Index12/31/20153/11/2016Week ChangeSimple YTD
Dow Industrials Avg17,425.0317,213.31206.54-1.22%
S&P 500 Index2,043.942,022.1922.20-1.06%
Fed Funds Rate0.35%0.36%-0.01%2.86%
10 yr T-note Yld2.27%1.98%0.10%-12.78%
5 yr T-note Yld1.76%1.49%0.11%-15.34%
5 yr TIPS - 'Real' Yld0.45%0.08%0.06%-82.22%
Implied 5 yr Inflation %1.31%1.41%0.05%7.63%
2 yr T-note Yld1.06%0.97%0.09%-8.49%
2-10 Yr Slope1.21%1.01%0.01%-16.53%
90 day T-bill Yld0.16%0.33%0.04%106.25%
Gold ($/oz)$1,060.50$1,251.10-$9.0017.97%
WTI Oil ($/brl)$37.07$38.49$2.163.83%
VIX "Worry Index"18.2116.50-0.36-9.39%
NYSE Bullish % Index44.8959.373.3514.48
Credit Data12/31/20153/11/2016Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.30%2.35%0.00%2.17%
SPDR High Yid Credit ETF Yield (JNK)6.59%6.49%-0.10%-1.52%
Invest. Gr. to 10 yr T-Note Spread (x 10)30370-100340

Friday, March 4, 2016

Market Data: Week Ending March 4, 2016

Market Index12/31/20153/4/2016Week ChangeSimple YTD
Dow Industrials Avg17,425.0317,006.77366.80-2.40%
S&P 500 Index2,043.941,999.9951.94-2.15%
Fed Funds Rate0.35%0.37%0.00%5.71%
10 yr T-note Yld2.27%1.88%0.12%-17.18%
5 yr T-note Yld1.76%1.38%0.15%-21.59%
5 yr TIPS - 'Real' Yld0.45%0.02%-0.01%-95.56%
Implied 5 yr Inflation %1.31%1.36%0.16%3.82%
2 yr T-note Yld1.06%0.88%0.08%-16.98%
2-10 Yr Slope1.21%1.00%0.04%-17.36%
90 day T-bill Yld0.16%0.29%-0.04%81.25%
Gold ($/oz)$1,060.50$1,260.10$37.3018.82%
WTI Oil ($/brl)$37.07$36.33$3.49-2.00%
VIX "Worry Index"18.2116.86-2.95-7.41%
NYSE Bullish % Index44.8956.0211.2111.13
Credit Data12/31/20153/4/2016Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.30%2.35%0.04%2.17%
SPDR High Yid Credit ETF Yield (JNK)6.59%6.59%-0.15%0.00%
Invest. Gr. to 10 yr T-Note Spread (x 10)30470-80440