Market Index | 12/31/2015 | 3/25/2016 | Week Change | Simple YTD |
Dow Industrials Avg | 17,425.03 | 17,515.73 | -86.57 | 0.52% |
S&P 500 Index | 2,043.94 | 2,035.94 | -13.64 | -0.39% |
Fed Funds Rate | 0.35% | 0.37% | 0.00% | 5.71% |
10 yr T-note Yld | 2.27% | 1.91% | 0.03% | -15.86% |
5 yr T-note Yld | 1.76% | 1.39% | 0.05% | -21.02% |
5 yr TIPS - 'Real' Yld | 0.45% | -0.03% | 0.10% | -106.67% |
Implied 5 yr Inflation % | 1.31% | 1.42% | -0.05% | 8.40% |
2 yr T-note Yld | 1.06% | 0.89% | 0.05% | -16.04% |
2-10 Yr Slope | 1.21% | 1.02% | -0.02% | -15.70% |
90 day T-bill Yld | 0.16% | 0.30% | 0.00% | 87.50% |
Gold ($/oz) | $1,060.50 | $1,216.70 | -$39.30 | 14.73% |
WTI Oil ($/brl) | $37.07 | $39.59 | -$1.54 | 6.80% |
VIX "Worry Index" | 18.21 | 14.74 | 0.72 | -19.06% |
NYSE Bullish % Index | 44.89 | 63.2 | -0.02 | 18.31 |
Credit Data | 12/31/2015 | 3/25/2016 | Week Change | Simple YTD |
iShares Agg. Bond ETF Yield (AGG) | 2.30% | 2.34% | 0.00% | 1.74% |
SPDR High Yid Credit ETF Yield (JNK) | 6.59% | 6.53% | 0.08% | -0.91% |
Invest. Gr. to 10 yr T-Note Spread (x 10) | 30 | 430 | -30 | 400 |
Saturday, March 26, 2016
Market Data: Week Ending March 25, 2016
Saturday, March 19, 2016
Market Data: Week Ending March 18, 2016
Market Index | 12/31/2015 | 3/18/2016 | Week Change | Simple YTD |
Dow Industrials Avg | 17,425.03 | 17,602.30 | 388.99 | 1.02% |
S&P 500 Index | 2,043.94 | 2,049.58 | 27.39 | 0.28% |
Fed Funds Rate | 0.35% | 0.37% | 0.01% | 5.71% |
10 yr T-note Yld | 2.27% | 1.88% | -0.10% | -17.18% |
5 yr T-note Yld | 1.76% | 1.34% | -0.15% | -23.86% |
5 yr TIPS - 'Real' Yld | 0.45% | -0.13% | -0.21% | -128.89% |
Implied 5 yr Inflation % | 1.31% | 1.47% | 0.06% | 12.21% |
2 yr T-note Yld | 1.06% | 0.84% | -0.13% | -20.75% |
2-10 Yr Slope | 1.21% | 1.04% | 0.03% | -14.05% |
90 day T-bill Yld | 0.16% | 0.30% | 0.00% | 87.50% |
Gold ($/oz) | $1,060.50 | $1,256.00 | $4.90 | 18.43% |
WTI Oil ($/brl) | $37.07 | $41.13 | $2.64 | 10.95% |
VIX "Worry Index" | 18.21 | 14.02 | -2.48 | -23.01% |
NYSE Bullish % Index | 44.89 | 63.22 | 3.85 | 18.33 |
Credit Data | 12/31/2015 | 3/18/2016 | Week Change | Simple YTD |
iShares Agg. Bond ETF Yield (AGG) | 2.30% | 2.34% | -0.01% | 1.74% |
SPDR High Yid Credit ETF Yield (JNK) | 6.59% | 6.45% | -0.04% | -2.12% |
Invest. Gr. to 10 yr T-Note Spread (x 10) | 30 | 460 | 90 | 430 |
Friday, March 11, 2016
Market Data: Week Ending March 11, 2016
Market Index | 12/31/2015 | 3/11/2016 | Week Change | Simple YTD |
Dow Industrials Avg | 17,425.03 | 17,213.31 | 206.54 | -1.22% |
S&P 500 Index | 2,043.94 | 2,022.19 | 22.20 | -1.06% |
Fed Funds Rate | 0.35% | 0.36% | -0.01% | 2.86% |
10 yr T-note Yld | 2.27% | 1.98% | 0.10% | -12.78% |
5 yr T-note Yld | 1.76% | 1.49% | 0.11% | -15.34% |
5 yr TIPS - 'Real' Yld | 0.45% | 0.08% | 0.06% | -82.22% |
Implied 5 yr Inflation % | 1.31% | 1.41% | 0.05% | 7.63% |
2 yr T-note Yld | 1.06% | 0.97% | 0.09% | -8.49% |
2-10 Yr Slope | 1.21% | 1.01% | 0.01% | -16.53% |
90 day T-bill Yld | 0.16% | 0.33% | 0.04% | 106.25% |
Gold ($/oz) | $1,060.50 | $1,251.10 | -$9.00 | 17.97% |
WTI Oil ($/brl) | $37.07 | $38.49 | $2.16 | 3.83% |
VIX "Worry Index" | 18.21 | 16.50 | -0.36 | -9.39% |
NYSE Bullish % Index | 44.89 | 59.37 | 3.35 | 14.48 |
Credit Data | 12/31/2015 | 3/11/2016 | Week Change | Simple YTD |
iShares Agg. Bond ETF Yield (AGG) | 2.30% | 2.35% | 0.00% | 2.17% |
SPDR High Yid Credit ETF Yield (JNK) | 6.59% | 6.49% | -0.10% | -1.52% |
Invest. Gr. to 10 yr T-Note Spread (x 10) | 30 | 370 | -100 | 340 |
Friday, March 4, 2016
Market Data: Week Ending March 4, 2016
Market Index | 12/31/2015 | 3/4/2016 | Week Change | Simple YTD |
Dow Industrials Avg | 17,425.03 | 17,006.77 | 366.80 | -2.40% |
S&P 500 Index | 2,043.94 | 1,999.99 | 51.94 | -2.15% |
Fed Funds Rate | 0.35% | 0.37% | 0.00% | 5.71% |
10 yr T-note Yld | 2.27% | 1.88% | 0.12% | -17.18% |
5 yr T-note Yld | 1.76% | 1.38% | 0.15% | -21.59% |
5 yr TIPS - 'Real' Yld | 0.45% | 0.02% | -0.01% | -95.56% |
Implied 5 yr Inflation % | 1.31% | 1.36% | 0.16% | 3.82% |
2 yr T-note Yld | 1.06% | 0.88% | 0.08% | -16.98% |
2-10 Yr Slope | 1.21% | 1.00% | 0.04% | -17.36% |
90 day T-bill Yld | 0.16% | 0.29% | -0.04% | 81.25% |
Gold ($/oz) | $1,060.50 | $1,260.10 | $37.30 | 18.82% |
WTI Oil ($/brl) | $37.07 | $36.33 | $3.49 | -2.00% |
VIX "Worry Index" | 18.21 | 16.86 | -2.95 | -7.41% |
NYSE Bullish % Index | 44.89 | 56.02 | 11.21 | 11.13 |
Credit Data | 12/31/2015 | 3/4/2016 | Week Change | Simple 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) | 30 | 470 | -80 | 440 |
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