Market Index | 12/31/2015 | 8/26/2016 | Week Change | Simple YTD |
Dow Industrials Avg | 17,425.03 | 18,395.40 | -157.17 | 5.57% |
S&P 500 Index | 2,043.94 | 2,169.04 | -14.83 | 6.12% |
Fed Funds Rate | 0.35% | 0.40% | 0.00% | 14.29% |
10 yr T-note Yld | 2.27% | 1.62% | 0.04% | -28.63% |
5 yr T-note Yld | 1.76% | 1.23% | 0.06% | -30.11% |
5 yr TIPS - 'Real' Yld | 0.45% | -0.08% | 0.09% | -117.78% |
Implied 5 yr Inflation % | 1.31% | 1.31% | -0.03% | 0.00% |
2 yr T-note Yld | 1.06% | 0.84% | 0.08% | -20.75% |
2-10 Yr Slope | 1.21% | 0.78% | -0.04% | -35.54% |
90 day T-bill Yld | 0.16% | 0.34% | 0.05% | 112.50% |
Gold ($/oz) | $1,060.50 | $1,325.90 | -$20.30 | 25.03% |
WTI Oil ($/brl) | $37.07 | $47.64 | -$1.47 | 28.51% |
VIX "Worry Index" | 18.21 | 13.65 | 2.31 | -25.04% |
NYSE Bullish % Index | 44.89 | 70.54 | -0.69 | 25.65 |
Credit Data | 12/31/2015 | 8/26/2016 | Week Change | Simple YTD |
iShares Agg. Bond ETF Yield (AGG) | 2.30% | 2.30% | 0.00% | 0.00% |
SPDR High Yid Credit ETF Yield (JNK) | 6.59% | 6.08% | 0.00% | -7.74% |
Invest. Gr. to 10 yr T-Note Spread (x 10) | 30 | 680 | -40 | 650 |
Friday, August 26, 2016
Market Data: Week Ending August 26, 2016
Sunday, August 21, 2016
Market Data: Week Ending August 19, 2016
Market Index | 12/31/2015 | 8/19/2016 | Week Change | Simple YTD |
Dow Industrials Avg | 17,425.03 | 18,552.57 | -23.90 | 6.47% |
S&P 500 Index | 2,043.94 | 2,183.87 | -0.18 | 6.85% |
Fed Funds Rate | 0.35% | 0.40% | 0.00% | 14.29% |
10 yr T-note Yld | 2.27% | 1.58% | 0.07% | -30.40% |
5 yr T-note Yld | 1.76% | 1.17% | 0.07% | -33.52% |
5 yr TIPS - 'Real' Yld | 0.45% | -0.17% | 0.02% | -137.78% |
Implied 5 yr Inflation % | 1.31% | 1.34% | 0.05% | 2.29% |
2 yr T-note Yld | 1.06% | 0.76% | 0.05% | -28.30% |
2-10 Yr Slope | 1.21% | 0.82% | 0.02% | -32.23% |
90 day T-bill Yld | 0.16% | 0.29% | 0.00% | 81.25% |
Gold ($/oz) | $1,060.50 | $1,346.20 | $3.00 | 26.94% |
WTI Oil ($/brl) | $37.07 | $49.11 | $4.62 | 32.48% |
VIX "Worry Index" | 18.21 | 11.34 | -0.21 | -37.73% |
NYSE Bullish % Index | 44.89 | 71.23 | 1.75 | 26.34 |
Credit Data | 12/31/2015 | 8/19/2016 | Week Change | Simple YTD |
iShares Agg. Bond ETF Yield (AGG) | 2.30% | 2.30% | 0.00% | 0.00% |
SPDR High Yid Credit ETF Yield (JNK) | 6.59% | 6.08% | -0.02% | -7.74% |
Invest. Gr. to 10 yr T-Note Spread (x 10) | 30 | 720 | -70 | 690 |
Saturday, August 13, 2016
Market Data: Week Ending August 12, 2016
Market Index | 12/31/2015 | 8/12/2016 | Week Change | Simple YTD |
Dow Industrials Avg | 17,425.03 | 18,576.47 | 32.94 | 6.61% |
S&P 500 Index | 2,043.94 | 2,184.05 | 1.18 | 6.85% |
Fed Funds Rate | 0.35% | 0.40% | 0.00% | 14.29% |
10 yr T-note Yld | 2.27% | 1.51% | -0.08% | -33.48% |
5 yr T-note Yld | 1.76% | 1.10% | -0.03% | -37.50% |
5 yr TIPS - 'Real' Yld | 0.45% | -0.19% | 0.01% | -142.22% |
Implied 5 yr Inflation % | 1.31% | 1.29% | -0.04% | -1.53% |
2 yr T-note Yld | 1.06% | 0.71% | -0.01% | -33.02% |
2-10 Yr Slope | 1.21% | 0.80% | -0.07% | -33.88% |
90 day T-bill Yld | 0.16% | 0.29% | 0.01% | 81.25% |
Gold ($/oz) | $1,060.50 | $1,343.20 | -$1.20 | 26.66% |
WTI Oil ($/brl) | $37.07 | $44.49 | $2.69 | 20.02% |
VIX "Worry Index" | 18.21 | 11.55 | 0.16 | -36.57% |
NYSE Bullish % Index | 44.89 | 69.48 | 0.00 | 24.59 |
Credit Data | 12/31/2015 | 8/12/2016 | Week Change | Simple YTD |
iShares Agg. Bond ETF Yield (AGG) | 2.30% | 2.30% | 0.00% | 0.00% |
SPDR High Yid Credit ETF Yield (JNK) | 6.59% | 6.10% | -0.07% | -7.44% |
Invest. Gr. to 10 yr T-Note Spread (x 10) | 30 | 790 | 80 | 760 |
Friday, August 5, 2016
Market Data: Week Ending August 5, 2016
Market Index | 12/31/2015 | 8/5/2016 | Week Change | Simple YTD |
Dow Industrials Avg | 17,425.03 | 18,543.53 | 111.29 | 6.42% |
S&P 500 Index | 2,043.94 | 2,182.87 | 9.27 | 6.80% |
Fed Funds Rate | 0.35% | 0.40% | 0.00% | 14.29% |
10 yr T-note Yld | 2.27% | 1.59% | 0.13% | -29.96% |
5 yr T-note Yld | 1.76% | 1.13% | 0.10% | -35.80% |
5 yr TIPS - 'Real' Yld | 0.45% | -0.20% | 0.08% | -144.44% |
Implied 5 yr Inflation % | 1.31% | 1.33% | 0.02% | 1.53% |
2 yr T-note Yld | 1.06% | 0.72% | 0.05% | -32.08% |
2-10 Yr Slope | 1.21% | 0.87% | 0.08% | -28.10% |
90 day T-bill Yld | 0.16% | 0.28% | 0.00% | 75.00% |
Gold ($/oz) | $1,060.50 | $1,344.40 | -$13.50 | 26.77% |
WTI Oil ($/brl) | $37.07 | $41.80 | $0.20 | 12.76% |
VIX "Worry Index" | 18.21 | 11.39 | -0.48 | -37.45% |
NYSE Bullish % Index | 44.89 | 69.48 | -0.30 | 24.59 |
Credit Data | 12/31/2015 | 8/5/2016 | Week Change | Simple 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) | 30 | 710 | -120 | 680 |
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