Friday, May 26, 2017

Market Data: Week Ending May 26, 2017

Market Index12/30/20165/26/2017Week ChangeSimple YTD
Dow Industrials Avg19,762.6021,080.68275.846.67%
S&P 500 Index2,238.832,415.8234.097.91%
Fed Funds Rate0.66%0.91%0.00%37.88%
10 yr T-note Yld2.45%2.25%0.02%-8.16%
5 yr T-note Yld1.93%1.79%0.00%-7.25%
5 yr TIPS - 'Real' Yld0.09%0.06%0.02%-33.33%
Implied 5 yr Inflation %1.84%1.73%-0.02%-5.98%
2 yr T-note Yld1.20%1.30%0.02%8.33%
2-10 Yr Slope1.25%0.95%0.00%-24.00%
90 day T-bill Yld0.51%0.94%0.02%84.31%
Gold ($/oz)$1,151.70$1,268.10$14.5010.11%
WTI Oil ($/brl)$53.72$49.80-$0.87-7.30%
VIX "Worry Index"13.039.81-2.23-24.71%
NYSE Bullish % Index70.2962.870.50-7.42
Credit Data12/30/20165/26/2017Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.39%2.39%0.01%0.00%
SPDR High Yld Credit ETF Yield (JNK)6.06%5.82%-0.02%-3.96%
Invest. Gr. to 10 yr T-Note Spread (x 10)-60140-10200

Friday, May 19, 2017

Market Data: Week Ending May 19, 2017

Market Index12/30/20165/19/2017Week ChangeSimple YTD
Dow Industrials Avg19,762.6020,804.84-91.775.27%
S&P 500 Index2,238.832,381.73-9.176.38%
Fed Funds Rate0.66%0.91%0.00%37.88%
10 yr T-note Yld2.45%2.23%-0.10%-8.98%
5 yr T-note Yld1.93%1.79%-0.06%-7.25%
5 yr TIPS - 'Real' Yld0.09%0.04%-0.06%-55.56%
Implied 5 yr Inflation %1.84%1.75%0.00%-4.89%
2 yr T-note Yld1.20%1.28%-0.01%6.67%
2-10 Yr Slope1.25%0.95%-0.09%-24.00%
90 day T-bill Yld0.51%0.92%0.04%80.39%
Gold ($/oz)$1,151.70$1,253.60$25.908.85%
WTI Oil ($/brl)$53.72$50.67$2.83-5.68%
VIX "Worry Index"13.0312.041.64-7.60%
NYSE Bullish % Index70.2962.37-2.84-7.92
Credit Data12/30/20165/19/2017Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.39%2.38%-0.02%-0.42%
SPDR High Yid Credit ETF Yield (JNK)6.06%5.84%-0.02%-3.63%
Invest. Gr. to 10 yr T-Note Spread (x 10)-6015080210

Friday, May 12, 2017

Market Data: Week Ending May 12, 2017

Market Index12/30/20165/12/2017Week ChangeSimple YTD
Dow Industrials Avg19,762.6020,896.61-110.335.74%
S&P 500 Index2,238.832,390.90-8.396.79%
Fed Funds Rate0.66%0.91%0.00%37.88%
10 yr T-note Yld2.45%2.33%-0.03%-4.90%
5 yr T-note Yld1.93%1.85%-0.04%-4.15%
5 yr TIPS - 'Real' Yld0.09%0.10%-0.04%11.11%
Implied 5 yr Inflation %1.84%1.75%0.00%-4.89%
2 yr T-note Yld1.20%1.29%-0.03%7.50%
2-10 Yr Slope1.25%1.04%0.00%-16.80%
90 day T-bill Yld0.51%0.88%-0.02%72.55%
Gold ($/oz)$1,151.70$1,227.70$0.806.60%
WTI Oil ($/brl)$53.72$47.84$1.62-10.95%
VIX "Worry Index"13.0310.40-0.17-20.18%
NYSE Bullish % Index70.2965.21-0.69-5.08
Credit Data12/30/20165/12/2017Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.39%2.40%0.00%0.42%
SPDR High Yid Credit ETF Yield (JNK)6.06%5.86%-0.02%-3.30%
Invest. Gr. to 10 yr T-Note Spread (x 10)-607030130

Saturday, May 6, 2017

Market Data: Week Ending May 5, 2017

Market Index12/30/20165/5/2017Week ChangeSimple YTD
Dow Industrials Avg19,762.6021,006.9466.436.30%
S&P 500 Index2,238.832,399.2915.097.17%
Fed Funds Rate0.66%0.91%0.00%37.88%
10 yr T-note Yld2.45%2.36%0.07%-3.67%
5 yr T-note Yld1.93%1.89%0.08%-2.07%
5 yr TIPS - 'Real' Yld0.09%0.14%0.14%55.56%
Implied 5 yr Inflation %1.84%1.75%-0.06%-4.89%
2 yr T-note Yld1.20%1.32%0.04%10.00%
2-10 Yr Slope1.25%1.04%0.03%-16.80%
90 day T-bill Yld0.51%0.90%0.10%76.47%
Gold ($/oz)$1,151.70$1,226.90-$41.406.53%
WTI Oil ($/brl)$53.72$46.22-$3.11-13.96%
VIX "Worry Index"13.0310.57-0.25-18.88%
NYSE Bullish % Index70.2965.9-1.92-4.39
Credit Data12/30/20165/5/2017Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.39%2.40%0.04%0.42%
SPDR High Yid Credit ETF Yield (JNK)6.06%5.88%0.00%-2.97%
Invest. Gr. to 10 yr T-Note Spread (x 10)-6040-30100