Friday, November 24, 2017

Market Data: Week Ending November 24, 2017


Market Index12/30/201611/24/2017Week ChangeSimple YTD
Dow Industrials Avg19,762.6023,557.99199.7519.20%
S&P 500 Index2,238.832,602.4223.5716.24%
Fed Funds Rate0.66%1.16%0.00%75.76%
10 yr T-note Yld2.45%2.34%-0.01%-4.49%
5 yr T-note Yld1.93%2.07%0.01%7.25%
5 yr TIPS - 'Real' Yld0.09%0.36%0.05%300.00%
Implied 5 yr Inflation %1.84%1.71%-0.04%-7.07%
2 yr T-note Yld1.20%1.50%-0.23%25.00%
2-10 Yr Slope1.25%0.84%0.22%-32.80%
90 day T-bill Yld0.51%1.29%0.00%152.94%
Gold ($/oz)$1,151.70$1,287.30-$9.2011.77%
WTI Oil ($/brl)$53.72$58.95$2.249.74%
VIX "Worry Index"13.039.65-1.78-25.94%
NYSE Bullish % Index70.2966.921.01-3.37





Credit Data12/30/201611/24/2017Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.39%2.45%0.00%2.51%
SPDR High Yld Credit ETF Yield (JNK)6.06%5.64%-0.03%-6.93%
Invest. Gr. to 10 yr T-Note Spread (x 10)-6011010170

Friday, November 17, 2017

Market Data: Week Ending November 17, 2017


Market Index12/30/201611/17/2017Week ChangeSimple YTD
Dow Industrials Avg19,762.6023,358.24-63.9718.19%
S&P 500 Index2,238.832,578.85-3.4515.19%
Fed Funds Rate0.66%1.16%0.00%75.76%
10 yr T-note Yld2.45%2.35%-0.05%-4.08%
5 yr T-note Yld1.93%2.06%0.00%6.74%
5 yr TIPS - 'Real' Yld0.09%0.31%0.03%244.44%
Implied 5 yr Inflation %1.84%1.75%-0.03%-4.89%
2 yr T-note Yld1.20%1.73%0.06%44.17%
2-10 Yr Slope1.25%0.62%-0.11%-50.40%
90 day T-bill Yld0.51%1.29%0.06%152.94%
Gold ($/oz)$1,151.70$1,296.50$22.3012.57%
WTI Oil ($/brl)$53.72$56.71-$0.035.57%
VIX "Worry Index"13.0311.430.14-12.28%
NYSE Bullish % Index70.2965.91-0.47-4.38





Credit Data12/30/201611/17/2017Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.39%2.45%-0.01%2.51%
SPDR High Yld Credit ETF Yield (JNK)6.06%5.67%-0.02%-6.44%
Invest. Gr. to 10 yr T-Note Spread (x 10)-6010040160

Friday, November 10, 2017

Market Data: Week Ending November 10, 2017


Market Index12/30/201611/10/2017Week ChangeSimple YTD
Dow Industrials Avg19,762.6023,422.21-116.9818.52%
S&P 500 Index2,238.832,582.30-5.5415.34%
Fed Funds Rate0.66%1.16%0.00%75.76%
10 yr T-note Yld2.45%2.40%0.06%-2.04%
5 yr T-note Yld1.93%2.06%0.07%6.74%
5 yr TIPS - 'Real' Yld0.09%0.28%0.03%211.11%
Implied 5 yr Inflation %1.84%1.78%0.04%-3.26%
2 yr T-note Yld1.20%1.67%0.04%39.17%
2-10 Yr Slope1.25%0.73%0.02%-41.60%
90 day T-bill Yld0.51%1.23%0.05%141.18%
Gold ($/oz)$1,151.70$1,274.20$5.0010.64%
WTI Oil ($/brl)$53.72$56.74$1.105.62%
VIX "Worry Index"13.0311.292.15-13.35%
NYSE Bullish % Index70.2966.38-0.94-3.91





Credit Data12/30/201611/10/2017Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.39%2.46%0.01%2.93%
SPDR High Yld Credit ETF Yield (JNK)6.06%5.69%0.01%-6.11%
Invest. Gr. to 10 yr T-Note Spread (x 10)-6060-50120

Friday, November 3, 2017

Market Data: Week Ending November 3, 2017


Market Index12/30/201611/3/2017Week ChangeSimple YTD
Dow Industrials Avg19,762.6023,539.19105.0019.11%
S&P 500 Index2,238.832,587.846.7715.59%
Fed Funds Rate0.66%1.16%0.00%75.76%
10 yr T-note Yld2.45%2.34%-0.08%-4.49%
5 yr T-note Yld1.93%1.99%-0.04%3.11%
5 yr TIPS - 'Real' Yld0.09%0.25%-0.02%177.78%
Implied 5 yr Inflation %1.84%1.74%-0.02%-5.43%
2 yr T-note Yld1.20%1.63%0.04%35.83%
2-10 Yr Slope1.25%0.71%-0.12%-43.20%
90 day T-bill Yld0.51%1.18%0.08%131.37%
Gold ($/oz)$1,151.70$1,269.20-$2.6010.20%
WTI Oil ($/brl)$53.72$55.64$1.743.57%
VIX "Worry Index"13.039.14-0.66-29.85%
NYSE Bullish % Index70.2967.32-1.35-2.97





Credit Data12/30/201611/3/2017Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.39%2.45%0.00%2.51%
SPDR High Yld Credit ETF Yield (JNK)6.06%5.68%0.03%-6.27%
Invest. Gr. to 10 yr T-Note Spread (x 10)-6011080170