Friday, November 25, 2016

Market Data: Week Ending November 25, 2016

Market Index12/31/201511/25/2016Week ChangeSimple YTD
Dow Industrials Avg17,425.0319,152.14284.219.91%
S&P 500 Index2,043.942,213.3531.458.29%
Fed Funds Rate0.35%0.41%0.00%17.14%
10 yr T-note Yld2.27%2.36%0.02%3.96%
5 yr T-note Yld1.76%1.83%0.03%3.98%
5 yr TIPS - 'Real' Yld0.45%0.09%0.03%-80.00%
Implied 5 yr Inflation %1.31%1.74%0.00%32.82%
2 yr T-note Yld1.06%1.12%0.05%5.66%
2-10 Yr Slope1.21%1.24%-0.03%2.48%
90 day T-bill Yld0.16%0.49%0.05%206.25%
Gold ($/oz)$1,060.50$1,178.40-$30.3011.12%
WTI Oil ($/brl)$37.07$46.06-$0.3024.25%
VIX "Worry Index"18.2112.34-0.51-32.24%
NYSE Bullish % Index44.8963.692.5918.80
Credit Data12/31/201511/25/2016Week ChangeSimple 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)3010-20-20

Friday, November 18, 2016

Market Data: Week Ending November 18, 2016

Market Index12/31/201511/18/2016Week ChangeSimple YTD
Dow Industrials Avg17,425.0318,867.9320.278.28%
S&P 500 Index2,043.942,181.9017.456.75%
Fed Funds Rate0.35%0.41%0.00%17.14%
10 yr T-note Yld2.27%2.34%0.19%3.08%
5 yr T-note Yld1.76%1.80%0.24%2.27%
5 yr TIPS - 'Real' Yld0.45%0.06%0.20%-86.67%
Implied 5 yr Inflation %1.31%1.74%0.04%32.82%
2 yr T-note Yld1.06%1.07%0.15%0.94%
2-10 Yr Slope1.21%1.27%0.04%4.96%
90 day T-bill Yld0.16%0.44%-0.04%175.00%
Gold ($/oz)$1,060.50$1,208.70-$15.6013.97%
WTI Oil ($/brl)$37.07$46.36$2.9525.06%
VIX "Worry Index"18.2112.85-1.32-29.43%
NYSE Bullish % Index44.8961.13.0716.21
Credit Data12/31/201511/18/2016Week ChangeSimple 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)3030-1700

Friday, November 11, 2016

Market Data: Week Ending November 11, 2016

Market Index12/31/201511/11/2016Week ChangeSimple YTD
Dow Industrials Avg17,425.0318,847.66959.388.16%
S&P 500 Index2,043.942,164.4579.275.90%
Fed Funds Rate0.35%0.41%0.00%17.14%
10 yr T-note Yld2.27%2.15%0.36%-5.29%
5 yr T-note Yld1.76%1.56%0.32%-11.36%
5 yr TIPS - 'Real' Yld0.45%-0.14%0.14%-131.11%
Implied 5 yr Inflation %1.31%1.70%0.18%29.77%
2 yr T-note Yld1.06%0.92%0.12%-13.21%
2-10 Yr Slope1.21%1.23%0.24%1.65%
90 day T-bill Yld0.16%0.48%0.10%200.00%
Gold ($/oz)$1,060.50$1,224.30-$80.2015.45%
WTI Oil ($/brl)$37.07$43.41-$0.6617.10%
VIX "Worry Index"18.2114.17-8.39-22.19%
NYSE Bullish % Index44.8958.035.9713.14
Credit Data12/31/201511/11/2016Week ChangeSimple 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)30200-310170

Saturday, November 5, 2016

Market Data: Week Ending November 4, 2016

Market Index12/31/201511/4/2016Week ChangeSimple YTD
Dow Industrials Avg17,425.0317,888.28-272.912.66%
S&P 500 Index2,043.942,085.18-41.232.02%
Fed Funds Rate0.35%0.41%0.00%17.14%
10 yr T-note Yld2.27%1.79%-0.07%-21.15%
5 yr T-note Yld1.76%1.24%-0.09%-29.55%
5 yr TIPS - 'Real' Yld0.45%-0.28%-0.01%-162.22%
Implied 5 yr Inflation %1.31%1.52%-0.08%16.03%
2 yr T-note Yld1.06%0.80%-0.06%-24.53%
2-10 Yr Slope1.21%0.99%-0.01%-18.18%
90 day T-bill Yld0.16%0.38%0.08%137.50%
Gold ($/oz)$1,060.50$1,304.50$27.7023.01%
WTI Oil ($/brl)$37.07$44.07-$4.6318.88%
VIX "Worry Index"18.2122.566.3723.89%
NYSE Bullish % Index44.8952.06-5.107.17
Credit Data12/31/201511/4/2016Week 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%6.23%0.12%-5.46%
Invest. Gr. to 10 yr T-Note Spread (x 10)3051060480