Market Index | 12/31/2015 | 11/25/2016 | Week Change | Simple YTD |
Dow Industrials Avg | 17,425.03 | 19,152.14 | 284.21 | 9.91% |
S&P 500 Index | 2,043.94 | 2,213.35 | 31.45 | 8.29% |
Fed Funds Rate | 0.35% | 0.41% | 0.00% | 17.14% |
10 yr T-note Yld | 2.27% | 2.36% | 0.02% | 3.96% |
5 yr T-note Yld | 1.76% | 1.83% | 0.03% | 3.98% |
5 yr TIPS - 'Real' Yld | 0.45% | 0.09% | 0.03% | -80.00% |
Implied 5 yr Inflation % | 1.31% | 1.74% | 0.00% | 32.82% |
2 yr T-note Yld | 1.06% | 1.12% | 0.05% | 5.66% |
2-10 Yr Slope | 1.21% | 1.24% | -0.03% | 2.48% |
90 day T-bill Yld | 0.16% | 0.49% | 0.05% | 206.25% |
Gold ($/oz) | $1,060.50 | $1,178.40 | -$30.30 | 11.12% |
WTI Oil ($/brl) | $37.07 | $46.06 | -$0.30 | 24.25% |
VIX "Worry Index" | 18.21 | 12.34 | -0.51 | -32.24% |
NYSE Bullish % Index | 44.89 | 63.69 | 2.59 | 18.80 |
Credit Data | 12/31/2015 | 11/25/2016 | Week Change | Simple YTD |
iShares Agg. Bond ETF Yield (AGG) | 2.30% | 2.37% | 0.00% | 3.04% |
SPDR High Yid Credit ETF Yield (JNK) | 6.59% | 6.18% | -0.08% | -6.22% |
Invest. Gr. to 10 yr T-Note Spread (x 10) | 30 | 10 | -20 | -20 |
Friday, November 25, 2016
Market Data: Week Ending November 25, 2016
Friday, November 18, 2016
Market Data: Week Ending November 18, 2016
Market Index | 12/31/2015 | 11/18/2016 | Week Change | Simple YTD |
Dow Industrials Avg | 17,425.03 | 18,867.93 | 20.27 | 8.28% |
S&P 500 Index | 2,043.94 | 2,181.90 | 17.45 | 6.75% |
Fed Funds Rate | 0.35% | 0.41% | 0.00% | 17.14% |
10 yr T-note Yld | 2.27% | 2.34% | 0.19% | 3.08% |
5 yr T-note Yld | 1.76% | 1.80% | 0.24% | 2.27% |
5 yr TIPS - 'Real' Yld | 0.45% | 0.06% | 0.20% | -86.67% |
Implied 5 yr Inflation % | 1.31% | 1.74% | 0.04% | 32.82% |
2 yr T-note Yld | 1.06% | 1.07% | 0.15% | 0.94% |
2-10 Yr Slope | 1.21% | 1.27% | 0.04% | 4.96% |
90 day T-bill Yld | 0.16% | 0.44% | -0.04% | 175.00% |
Gold ($/oz) | $1,060.50 | $1,208.70 | -$15.60 | 13.97% |
WTI Oil ($/brl) | $37.07 | $46.36 | $2.95 | 25.06% |
VIX "Worry Index" | 18.21 | 12.85 | -1.32 | -29.43% |
NYSE Bullish % Index | 44.89 | 61.1 | 3.07 | 16.21 |
Credit Data | 12/31/2015 | 11/18/2016 | Week Change | Simple YTD |
iShares Agg. Bond ETF Yield (AGG) | 2.30% | 2.37% | 0.02% | 3.04% |
SPDR High Yid Credit ETF Yield (JNK) | 6.59% | 6.26% | -0.09% | -5.01% |
Invest. Gr. to 10 yr T-Note Spread (x 10) | 30 | 30 | -170 | 0 |
Friday, November 11, 2016
Market Data: Week Ending November 11, 2016
Market Index | 12/31/2015 | 11/11/2016 | Week Change | Simple YTD |
Dow Industrials Avg | 17,425.03 | 18,847.66 | 959.38 | 8.16% |
S&P 500 Index | 2,043.94 | 2,164.45 | 79.27 | 5.90% |
Fed Funds Rate | 0.35% | 0.41% | 0.00% | 17.14% |
10 yr T-note Yld | 2.27% | 2.15% | 0.36% | -5.29% |
5 yr T-note Yld | 1.76% | 1.56% | 0.32% | -11.36% |
5 yr TIPS - 'Real' Yld | 0.45% | -0.14% | 0.14% | -131.11% |
Implied 5 yr Inflation % | 1.31% | 1.70% | 0.18% | 29.77% |
2 yr T-note Yld | 1.06% | 0.92% | 0.12% | -13.21% |
2-10 Yr Slope | 1.21% | 1.23% | 0.24% | 1.65% |
90 day T-bill Yld | 0.16% | 0.48% | 0.10% | 200.00% |
Gold ($/oz) | $1,060.50 | $1,224.30 | -$80.20 | 15.45% |
WTI Oil ($/brl) | $37.07 | $43.41 | -$0.66 | 17.10% |
VIX "Worry Index" | 18.21 | 14.17 | -8.39 | -22.19% |
NYSE Bullish % Index | 44.89 | 58.03 | 5.97 | 13.14 |
Credit Data | 12/31/2015 | 11/11/2016 | Week Change | Simple YTD |
iShares Agg. Bond ETF Yield (AGG) | 2.30% | 2.35% | 0.05% | 2.17% |
SPDR High Yid Credit ETF Yield (JNK) | 6.59% | 6.35% | 0.12% | -3.64% |
Invest. Gr. to 10 yr T-Note Spread (x 10) | 30 | 200 | -310 | 170 |
Saturday, November 5, 2016
Market Data: Week Ending November 4, 2016
Market Index | 12/31/2015 | 11/4/2016 | Week Change | Simple YTD |
Dow Industrials Avg | 17,425.03 | 17,888.28 | -272.91 | 2.66% |
S&P 500 Index | 2,043.94 | 2,085.18 | -41.23 | 2.02% |
Fed Funds Rate | 0.35% | 0.41% | 0.00% | 17.14% |
10 yr T-note Yld | 2.27% | 1.79% | -0.07% | -21.15% |
5 yr T-note Yld | 1.76% | 1.24% | -0.09% | -29.55% |
5 yr TIPS - 'Real' Yld | 0.45% | -0.28% | -0.01% | -162.22% |
Implied 5 yr Inflation % | 1.31% | 1.52% | -0.08% | 16.03% |
2 yr T-note Yld | 1.06% | 0.80% | -0.06% | -24.53% |
2-10 Yr Slope | 1.21% | 0.99% | -0.01% | -18.18% |
90 day T-bill Yld | 0.16% | 0.38% | 0.08% | 137.50% |
Gold ($/oz) | $1,060.50 | $1,304.50 | $27.70 | 23.01% |
WTI Oil ($/brl) | $37.07 | $44.07 | -$4.63 | 18.88% |
VIX "Worry Index" | 18.21 | 22.56 | 6.37 | 23.89% |
NYSE Bullish % Index | 44.89 | 52.06 | -5.10 | 7.17 |
Credit Data | 12/31/2015 | 11/4/2016 | 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% | 6.23% | 0.12% | -5.46% |
Invest. Gr. to 10 yr T-Note Spread (x 10) | 30 | 510 | 60 | 480 |
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