Friday, June 24, 2016

Market Data: Week Ending June 24, 2016

Market Index12/31/20156/24/2016Week ChangeSimple YTD
Dow Industrials Avg17,425.0317,400.65-274.51-0.14%
S&P 500 Index2,043.942,037.41-33.81-0.32%
Fed Funds Rate0.35%0.39%0.01%11.43%
10 yr T-note Yld2.27%1.57%-0.05%-30.84%
5 yr T-note Yld1.76%1.08%-0.05%-38.64%
5 yr TIPS - 'Real' Yld0.45%-0.28%0.02%-162.22%
Implied 5 yr Inflation %1.31%1.36%-0.07%3.82%
2 yr T-note Yld1.06%0.67%-0.03%-36.79%
2-10 Yr Slope1.21%0.90%-0.02%-25.62%
90 day T-bill Yld0.16%0.27%0.00%68.75%
Gold ($/oz)$1,060.50$1,319.10$17.5024.38%
WTI Oil ($/brl)$37.07$47.57-$1.2928.32%
VIX "Worry Index"18.2125.766.3541.46%
NYSE Bullish % Index44.8962.41-2.2817.52
Credit Data12/31/20156/24/2016Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.30%2.32%0.00%0.87%
SPDR High Yid Credit ETF Yield (JNK)6.59%6.32%-0.03%-4.10%
Invest. Gr. to 10 yr T-Note Spread (x 10)3075050720

Saturday, June 18, 2016

Market Data: Week Ending June 17,2016

Market Index12/31/20156/17/2016Week ChangeSimple YTD
Dow Industrials Avg17,425.0317,675.16-190.181.44%
S&P 500 Index2,043.942,071.22-24.851.33%
Fed Funds Rate0.35%0.38%0.01%8.57%
10 yr T-note Yld2.27%1.62%-0.02%-28.63%
5 yr T-note Yld1.76%1.13%-0.04%-35.80%
5 yr TIPS - 'Real' Yld0.45%-0.30%0.02%-166.67%
Implied 5 yr Inflation %1.31%1.43%-0.06%9.16%
2 yr T-note Yld1.06%0.70%-0.03%-33.96%
2-10 Yr Slope1.21%0.92%0.01%-23.97%
90 day T-bill Yld0.16%0.27%0.01%68.75%
Gold ($/oz)$1,060.50$1,301.60$25.3022.73%
WTI Oil ($/brl)$37.07$48.86-$0.0231.80%
VIX "Worry Index"18.2119.412.386.59%
NYSE Bullish % Index44.8964.69-2.7319.80
Credit Data12/31/20156/17/2016Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.30%2.32%-0.01%0.87%
SPDR High Yid Credit ETF Yield (JNK)6.59%6.35%0.06%-3.64%
Invest. Gr. to 10 yr T-Note Spread (x 10)3070010670

Friday, June 10, 2016

Market Data: Week Ending June 10, 2016

Market Index12/31/20156/10/2016Week ChangeSimple YTD
Dow Industrials Avg17,425.0317,865.3458.282.53%
S&P 500 Index2,043.942,096.07-3.062.55%
Fed Funds Rate0.35%0.37%0.00%5.71%
10 yr T-note Yld2.27%1.64%-0.07%-27.75%
5 yr T-note Yld1.76%1.17%-0.06%-33.52%
5 yr TIPS - 'Real' Yld0.45%-0.32%-0.10%-171.11%
Implied 5 yr Inflation %1.31%1.49%0.04%13.74%
2 yr T-note Yld1.06%0.73%-0.05%-31.13%
2-10 Yr Slope1.21%0.91%-0.02%-24.79%
90 day T-bill Yld0.16%0.26%-0.04%62.50%
Gold ($/oz)$1,060.50$1,276.30$29.8020.35%
WTI Oil ($/brl)$37.07$48.88-$0.0231.86%
VIX "Worry Index"18.2117.033.56-6.48%
NYSE Bullish % Index44.8967.421.9522.53
Credit Data12/31/20156/10/2016Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.30%2.33%0.00%1.30%
SPDR High Yid Credit ETF Yield (JNK)6.59%6.29%-0.03%-4.55%
Invest. Gr. to 10 yr T-Note Spread (x 10)3069070660

Friday, June 3, 2016

Market Data: Week Ending June 3, 2016

Market Index12/31/20156/3/2016Week ChangeSimple YTD
Dow Industrials Avg17,425.0317,807.06-66.162.19%
S&P 500 Index2,043.942,099.130.072.70%
Fed Funds Rate0.35%0.37%0.00%5.71%
10 yr T-note Yld2.27%1.71%-0.14%-24.67%
5 yr T-note Yld1.76%1.23%-0.16%-30.11%
5 yr TIPS - 'Real' Yld0.45%-0.22%-0.10%-148.89%
Implied 5 yr Inflation %1.31%1.45%-0.06%10.69%
2 yr T-note Yld1.06%0.78%-0.12%-26.42%
2-10 Yr Slope1.21%0.93%-0.02%-23.14%
90 day T-bill Yld0.16%0.30%-0.02%87.50%
Gold ($/oz)$1,060.50$1,246.50$31.2017.54%
WTI Oil ($/brl)$37.07$48.90-$0.6631.91%
VIX "Worry Index"18.2113.470.35-26.03%
NYSE Bullish % Index44.8965.470.9920.58
Credit Data12/31/20156/3/2016Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.30%2.33%0.00%1.30%
SPDR High Yid Credit ETF Yield (JNK)6.59%6.32%0.04%-4.10%
Invest. Gr. to 10 yr T-Note Spread (x 10)30620140590