Market Index | 12/31/2015 | 6/24/2016 | Week Change | Simple YTD |
Dow Industrials Avg | 17,425.03 | 17,400.65 | -274.51 | -0.14% |
S&P 500 Index | 2,043.94 | 2,037.41 | -33.81 | -0.32% |
Fed Funds Rate | 0.35% | 0.39% | 0.01% | 11.43% |
10 yr T-note Yld | 2.27% | 1.57% | -0.05% | -30.84% |
5 yr T-note Yld | 1.76% | 1.08% | -0.05% | -38.64% |
5 yr TIPS - 'Real' Yld | 0.45% | -0.28% | 0.02% | -162.22% |
Implied 5 yr Inflation % | 1.31% | 1.36% | -0.07% | 3.82% |
2 yr T-note Yld | 1.06% | 0.67% | -0.03% | -36.79% |
2-10 Yr Slope | 1.21% | 0.90% | -0.02% | -25.62% |
90 day T-bill Yld | 0.16% | 0.27% | 0.00% | 68.75% |
Gold ($/oz) | $1,060.50 | $1,319.10 | $17.50 | 24.38% |
WTI Oil ($/brl) | $37.07 | $47.57 | -$1.29 | 28.32% |
VIX "Worry Index" | 18.21 | 25.76 | 6.35 | 41.46% |
NYSE Bullish % Index | 44.89 | 62.41 | -2.28 | 17.52 |
Credit Data | 12/31/2015 | 6/24/2016 | Week Change | Simple YTD |
iShares Agg. Bond ETF Yield (AGG) | 2.30% | 2.32% | 0.00% | 0.87% |
SPDR High Yid Credit ETF Yield (JNK) | 6.59% | 6.32% | -0.03% | -4.10% |
Invest. Gr. to 10 yr T-Note Spread (x 10) | 30 | 750 | 50 | 720 |
Friday, June 24, 2016
Market Data: Week Ending June 24, 2016
Saturday, June 18, 2016
Market Data: Week Ending June 17,2016
Market Index | 12/31/2015 | 6/17/2016 | Week Change | Simple YTD |
Dow Industrials Avg | 17,425.03 | 17,675.16 | -190.18 | 1.44% |
S&P 500 Index | 2,043.94 | 2,071.22 | -24.85 | 1.33% |
Fed Funds Rate | 0.35% | 0.38% | 0.01% | 8.57% |
10 yr T-note Yld | 2.27% | 1.62% | -0.02% | -28.63% |
5 yr T-note Yld | 1.76% | 1.13% | -0.04% | -35.80% |
5 yr TIPS - 'Real' Yld | 0.45% | -0.30% | 0.02% | -166.67% |
Implied 5 yr Inflation % | 1.31% | 1.43% | -0.06% | 9.16% |
2 yr T-note Yld | 1.06% | 0.70% | -0.03% | -33.96% |
2-10 Yr Slope | 1.21% | 0.92% | 0.01% | -23.97% |
90 day T-bill Yld | 0.16% | 0.27% | 0.01% | 68.75% |
Gold ($/oz) | $1,060.50 | $1,301.60 | $25.30 | 22.73% |
WTI Oil ($/brl) | $37.07 | $48.86 | -$0.02 | 31.80% |
VIX "Worry Index" | 18.21 | 19.41 | 2.38 | 6.59% |
NYSE Bullish % Index | 44.89 | 64.69 | -2.73 | 19.80 |
Credit Data | 12/31/2015 | 6/17/2016 | Week Change | Simple YTD |
iShares Agg. Bond ETF Yield (AGG) | 2.30% | 2.32% | -0.01% | 0.87% |
SPDR High Yid Credit ETF Yield (JNK) | 6.59% | 6.35% | 0.06% | -3.64% |
Invest. Gr. to 10 yr T-Note Spread (x 10) | 30 | 700 | 10 | 670 |
Friday, June 10, 2016
Market Data: Week Ending June 10, 2016
Market Index | 12/31/2015 | 6/10/2016 | Week Change | Simple YTD |
Dow Industrials Avg | 17,425.03 | 17,865.34 | 58.28 | 2.53% |
S&P 500 Index | 2,043.94 | 2,096.07 | -3.06 | 2.55% |
Fed Funds Rate | 0.35% | 0.37% | 0.00% | 5.71% |
10 yr T-note Yld | 2.27% | 1.64% | -0.07% | -27.75% |
5 yr T-note Yld | 1.76% | 1.17% | -0.06% | -33.52% |
5 yr TIPS - 'Real' Yld | 0.45% | -0.32% | -0.10% | -171.11% |
Implied 5 yr Inflation % | 1.31% | 1.49% | 0.04% | 13.74% |
2 yr T-note Yld | 1.06% | 0.73% | -0.05% | -31.13% |
2-10 Yr Slope | 1.21% | 0.91% | -0.02% | -24.79% |
90 day T-bill Yld | 0.16% | 0.26% | -0.04% | 62.50% |
Gold ($/oz) | $1,060.50 | $1,276.30 | $29.80 | 20.35% |
WTI Oil ($/brl) | $37.07 | $48.88 | -$0.02 | 31.86% |
VIX "Worry Index" | 18.21 | 17.03 | 3.56 | -6.48% |
NYSE Bullish % Index | 44.89 | 67.42 | 1.95 | 22.53 |
Credit Data | 12/31/2015 | 6/10/2016 | Week Change | Simple YTD |
iShares Agg. Bond ETF Yield (AGG) | 2.30% | 2.33% | 0.00% | 1.30% |
SPDR High Yid Credit ETF Yield (JNK) | 6.59% | 6.29% | -0.03% | -4.55% |
Invest. Gr. to 10 yr T-Note Spread (x 10) | 30 | 690 | 70 | 660 |
Friday, June 3, 2016
Market Data: Week Ending June 3, 2016
Market Index | 12/31/2015 | 6/3/2016 | Week Change | Simple YTD |
Dow Industrials Avg | 17,425.03 | 17,807.06 | -66.16 | 2.19% |
S&P 500 Index | 2,043.94 | 2,099.13 | 0.07 | 2.70% |
Fed Funds Rate | 0.35% | 0.37% | 0.00% | 5.71% |
10 yr T-note Yld | 2.27% | 1.71% | -0.14% | -24.67% |
5 yr T-note Yld | 1.76% | 1.23% | -0.16% | -30.11% |
5 yr TIPS - 'Real' Yld | 0.45% | -0.22% | -0.10% | -148.89% |
Implied 5 yr Inflation % | 1.31% | 1.45% | -0.06% | 10.69% |
2 yr T-note Yld | 1.06% | 0.78% | -0.12% | -26.42% |
2-10 Yr Slope | 1.21% | 0.93% | -0.02% | -23.14% |
90 day T-bill Yld | 0.16% | 0.30% | -0.02% | 87.50% |
Gold ($/oz) | $1,060.50 | $1,246.50 | $31.20 | 17.54% |
WTI Oil ($/brl) | $37.07 | $48.90 | -$0.66 | 31.91% |
VIX "Worry Index" | 18.21 | 13.47 | 0.35 | -26.03% |
NYSE Bullish % Index | 44.89 | 65.47 | 0.99 | 20.58 |
Credit Data | 12/31/2015 | 6/3/2016 | Week Change | Simple 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) | 30 | 620 | 140 | 590 |
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