Market Index | 12/30/2016 | 5/26/2017 | Week Change | Simple YTD |
Dow Industrials Avg | 19,762.60 | 21,080.68 | 275.84 | 6.67% |
S&P 500 Index | 2,238.83 | 2,415.82 | 34.09 | 7.91% |
Fed Funds Rate | 0.66% | 0.91% | 0.00% | 37.88% |
10 yr T-note Yld | 2.45% | 2.25% | 0.02% | -8.16% |
5 yr T-note Yld | 1.93% | 1.79% | 0.00% | -7.25% |
5 yr TIPS - 'Real' Yld | 0.09% | 0.06% | 0.02% | -33.33% |
Implied 5 yr Inflation % | 1.84% | 1.73% | -0.02% | -5.98% |
2 yr T-note Yld | 1.20% | 1.30% | 0.02% | 8.33% |
2-10 Yr Slope | 1.25% | 0.95% | 0.00% | -24.00% |
90 day T-bill Yld | 0.51% | 0.94% | 0.02% | 84.31% |
Gold ($/oz) | $1,151.70 | $1,268.10 | $14.50 | 10.11% |
WTI Oil ($/brl) | $53.72 | $49.80 | -$0.87 | -7.30% |
VIX "Worry Index" | 13.03 | 9.81 | -2.23 | -24.71% |
NYSE Bullish % Index | 70.29 | 62.87 | 0.50 | -7.42 |
Credit Data | 12/30/2016 | 5/26/2017 | Week Change | Simple YTD |
iShares Agg. Bond ETF Yield (AGG) | 2.39% | 2.39% | 0.01% | 0.00% |
SPDR High Yld Credit ETF Yield (JNK) | 6.06% | 5.82% | -0.02% | -3.96% |
Invest. Gr. to 10 yr T-Note Spread (x 10) | -60 | 140 | -10 | 200 |
Friday, May 26, 2017
Market Data: Week Ending May 26, 2017
Friday, May 19, 2017
Market Data: Week Ending May 19, 2017
Market Index | 12/30/2016 | 5/19/2017 | Week Change | Simple YTD |
Dow Industrials Avg | 19,762.60 | 20,804.84 | -91.77 | 5.27% |
S&P 500 Index | 2,238.83 | 2,381.73 | -9.17 | 6.38% |
Fed Funds Rate | 0.66% | 0.91% | 0.00% | 37.88% |
10 yr T-note Yld | 2.45% | 2.23% | -0.10% | -8.98% |
5 yr T-note Yld | 1.93% | 1.79% | -0.06% | -7.25% |
5 yr TIPS - 'Real' Yld | 0.09% | 0.04% | -0.06% | -55.56% |
Implied 5 yr Inflation % | 1.84% | 1.75% | 0.00% | -4.89% |
2 yr T-note Yld | 1.20% | 1.28% | -0.01% | 6.67% |
2-10 Yr Slope | 1.25% | 0.95% | -0.09% | -24.00% |
90 day T-bill Yld | 0.51% | 0.92% | 0.04% | 80.39% |
Gold ($/oz) | $1,151.70 | $1,253.60 | $25.90 | 8.85% |
WTI Oil ($/brl) | $53.72 | $50.67 | $2.83 | -5.68% |
VIX "Worry Index" | 13.03 | 12.04 | 1.64 | -7.60% |
NYSE Bullish % Index | 70.29 | 62.37 | -2.84 | -7.92 |
Credit Data | 12/30/2016 | 5/19/2017 | Week Change | Simple YTD |
iShares Agg. Bond ETF Yield (AGG) | 2.39% | 2.38% | -0.02% | -0.42% |
SPDR High Yid Credit ETF Yield (JNK) | 6.06% | 5.84% | -0.02% | -3.63% |
Invest. Gr. to 10 yr T-Note Spread (x 10) | -60 | 150 | 80 | 210 |
Friday, May 12, 2017
Market Data: Week Ending May 12, 2017
Market Index | 12/30/2016 | 5/12/2017 | Week Change | Simple YTD |
Dow Industrials Avg | 19,762.60 | 20,896.61 | -110.33 | 5.74% |
S&P 500 Index | 2,238.83 | 2,390.90 | -8.39 | 6.79% |
Fed Funds Rate | 0.66% | 0.91% | 0.00% | 37.88% |
10 yr T-note Yld | 2.45% | 2.33% | -0.03% | -4.90% |
5 yr T-note Yld | 1.93% | 1.85% | -0.04% | -4.15% |
5 yr TIPS - 'Real' Yld | 0.09% | 0.10% | -0.04% | 11.11% |
Implied 5 yr Inflation % | 1.84% | 1.75% | 0.00% | -4.89% |
2 yr T-note Yld | 1.20% | 1.29% | -0.03% | 7.50% |
2-10 Yr Slope | 1.25% | 1.04% | 0.00% | -16.80% |
90 day T-bill Yld | 0.51% | 0.88% | -0.02% | 72.55% |
Gold ($/oz) | $1,151.70 | $1,227.70 | $0.80 | 6.60% |
WTI Oil ($/brl) | $53.72 | $47.84 | $1.62 | -10.95% |
VIX "Worry Index" | 13.03 | 10.40 | -0.17 | -20.18% |
NYSE Bullish % Index | 70.29 | 65.21 | -0.69 | -5.08 |
Credit Data | 12/30/2016 | 5/12/2017 | Week Change | Simple YTD |
iShares Agg. Bond ETF Yield (AGG) | 2.39% | 2.40% | 0.00% | 0.42% |
SPDR High Yid Credit ETF Yield (JNK) | 6.06% | 5.86% | -0.02% | -3.30% |
Invest. Gr. to 10 yr T-Note Spread (x 10) | -60 | 70 | 30 | 130 |
Saturday, May 6, 2017
Market Data: Week Ending May 5, 2017
Market Index | 12/30/2016 | 5/5/2017 | Week Change | Simple YTD |
Dow Industrials Avg | 19,762.60 | 21,006.94 | 66.43 | 6.30% |
S&P 500 Index | 2,238.83 | 2,399.29 | 15.09 | 7.17% |
Fed Funds Rate | 0.66% | 0.91% | 0.00% | 37.88% |
10 yr T-note Yld | 2.45% | 2.36% | 0.07% | -3.67% |
5 yr T-note Yld | 1.93% | 1.89% | 0.08% | -2.07% |
5 yr TIPS - 'Real' Yld | 0.09% | 0.14% | 0.14% | 55.56% |
Implied 5 yr Inflation % | 1.84% | 1.75% | -0.06% | -4.89% |
2 yr T-note Yld | 1.20% | 1.32% | 0.04% | 10.00% |
2-10 Yr Slope | 1.25% | 1.04% | 0.03% | -16.80% |
90 day T-bill Yld | 0.51% | 0.90% | 0.10% | 76.47% |
Gold ($/oz) | $1,151.70 | $1,226.90 | -$41.40 | 6.53% |
WTI Oil ($/brl) | $53.72 | $46.22 | -$3.11 | -13.96% |
VIX "Worry Index" | 13.03 | 10.57 | -0.25 | -18.88% |
NYSE Bullish % Index | 70.29 | 65.9 | -1.92 | -4.39 |
Credit Data | 12/30/2016 | 5/5/2017 | Week Change | Simple 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) | -60 | 40 | -30 | 100 |
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