Friday, August 26, 2016

Market Data: Week Ending August 26, 2016

Market Index12/31/20158/26/2016Week ChangeSimple YTD
Dow Industrials Avg17,425.0318,395.40-157.175.57%
S&P 500 Index2,043.942,169.04-14.836.12%
Fed Funds Rate0.35%0.40%0.00%14.29%
10 yr T-note Yld2.27%1.62%0.04%-28.63%
5 yr T-note Yld1.76%1.23%0.06%-30.11%
5 yr TIPS - 'Real' Yld0.45%-0.08%0.09%-117.78%
Implied 5 yr Inflation %1.31%1.31%-0.03%0.00%
2 yr T-note Yld1.06%0.84%0.08%-20.75%
2-10 Yr Slope1.21%0.78%-0.04%-35.54%
90 day T-bill Yld0.16%0.34%0.05%112.50%
Gold ($/oz)$1,060.50$1,325.90-$20.3025.03%
WTI Oil ($/brl)$37.07$47.64-$1.4728.51%
VIX "Worry Index"18.2113.652.31-25.04%
NYSE Bullish % Index44.8970.54-0.6925.65
Credit Data12/31/20158/26/2016Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.30%2.30%0.00%0.00%
SPDR High Yid Credit ETF Yield (JNK)6.59%6.08%0.00%-7.74%
Invest. Gr. to 10 yr T-Note Spread (x 10)30680-40650

Sunday, August 21, 2016

Market Data: Week Ending August 19, 2016

Market Index12/31/20158/19/2016Week ChangeSimple YTD
Dow Industrials Avg17,425.0318,552.57-23.906.47%
S&P 500 Index2,043.942,183.87-0.186.85%
Fed Funds Rate0.35%0.40%0.00%14.29%
10 yr T-note Yld2.27%1.58%0.07%-30.40%
5 yr T-note Yld1.76%1.17%0.07%-33.52%
5 yr TIPS - 'Real' Yld0.45%-0.17%0.02%-137.78%
Implied 5 yr Inflation %1.31%1.34%0.05%2.29%
2 yr T-note Yld1.06%0.76%0.05%-28.30%
2-10 Yr Slope1.21%0.82%0.02%-32.23%
90 day T-bill Yld0.16%0.29%0.00%81.25%
Gold ($/oz)$1,060.50$1,346.20$3.0026.94%
WTI Oil ($/brl)$37.07$49.11$4.6232.48%
VIX "Worry Index"18.2111.34-0.21-37.73%
NYSE Bullish % Index44.8971.231.7526.34
Credit Data12/31/20158/19/2016Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.30%2.30%0.00%0.00%
SPDR High Yid Credit ETF Yield (JNK)6.59%6.08%-0.02%-7.74%
Invest. Gr. to 10 yr T-Note Spread (x 10)30720-70690

Saturday, August 13, 2016

Market Data: Week Ending August 12, 2016

Market Index12/31/20158/12/2016Week ChangeSimple YTD
Dow Industrials Avg17,425.0318,576.4732.946.61%
S&P 500 Index2,043.942,184.051.186.85%
Fed Funds Rate0.35%0.40%0.00%14.29%
10 yr T-note Yld2.27%1.51%-0.08%-33.48%
5 yr T-note Yld1.76%1.10%-0.03%-37.50%
5 yr TIPS - 'Real' Yld0.45%-0.19%0.01%-142.22%
Implied 5 yr Inflation %1.31%1.29%-0.04%-1.53%
2 yr T-note Yld1.06%0.71%-0.01%-33.02%
2-10 Yr Slope1.21%0.80%-0.07%-33.88%
90 day T-bill Yld0.16%0.29%0.01%81.25%
Gold ($/oz)$1,060.50$1,343.20-$1.2026.66%
WTI Oil ($/brl)$37.07$44.49$2.6920.02%
VIX "Worry Index"18.2111.550.16-36.57%
NYSE Bullish % Index44.8969.480.0024.59
Credit Data12/31/20158/12/2016Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.30%2.30%0.00%0.00%
SPDR High Yid Credit ETF Yield (JNK)6.59%6.10%-0.07%-7.44%
Invest. Gr. to 10 yr T-Note Spread (x 10)3079080760

Friday, August 5, 2016

Market Data: Week Ending August 5, 2016

Market Index12/31/20158/5/2016Week ChangeSimple YTD
Dow Industrials Avg17,425.0318,543.53111.296.42%
S&P 500 Index2,043.942,182.879.276.80%
Fed Funds Rate0.35%0.40%0.00%14.29%
10 yr T-note Yld2.27%1.59%0.13%-29.96%
5 yr T-note Yld1.76%1.13%0.10%-35.80%
5 yr TIPS - 'Real' Yld0.45%-0.20%0.08%-144.44%
Implied 5 yr Inflation %1.31%1.33%0.02%1.53%
2 yr T-note Yld1.06%0.72%0.05%-32.08%
2-10 Yr Slope1.21%0.87%0.08%-28.10%
90 day T-bill Yld0.16%0.28%0.00%75.00%
Gold ($/oz)$1,060.50$1,344.40-$13.5026.77%
WTI Oil ($/brl)$37.07$41.80$0.2012.76%
VIX "Worry Index"18.2111.39-0.48-37.45%
NYSE Bullish % Index44.8969.48-0.3024.59
Credit Data12/31/20158/5/2016Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.30%2.30%0.01%0.00%
SPDR High Yid Credit ETF Yield (JNK)6.59%6.17%0.02%-6.37%
Invest. Gr. to 10 yr T-Note Spread (x 10)30710-120680